OverviewChartNewsTraderScreen

RBI Call 30 FQT 20.09.2024/  AT0000A33JK6  /

EUWAX
2024-05-07  9:15:46 AM Chg.+0.001 Bid11:02:07 AM Ask11:02:07 AM Underlying Strike price Expiration date Option type
0.081EUR +1.25% 0.079
Bid Size: 10,000		 0.099
Ask Size: 10,000		 FREQUENTIS AG 30.00 - 2024-09-20 Call
 

Master data

WKN: RC083K
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.83
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.34
Time value: 0.10
Break-even: 31.03
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.51
Spread abs.: 0.02
Spread %: 24.10%
Delta: 0.33
Theta: -0.01
Omega: 8.54
Rho: 0.03
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -46.00%
3 Months
  -44.90%
YTD
  -60.49%
1 Year
  -83.47%
3 Years     -
5 Years     -
1W High / 1W Low: 0.099 0.080
1M High / 1M Low: 0.137 0.074
6M High / 6M Low: 0.300 0.066
High (YTD): 2024-01-03 0.216
Low (YTD): 2024-02-28 0.066
52W High: 2023-05-12 0.530
52W Low: 2024-02-28 0.066
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.159
Avg. volume 6M:   0.000
Avg. price 1Y:   0.271
Avg. volume 1Y:   0.000
Volatility 1M:   196.49%
Volatility 6M:   161.67%
Volatility 1Y:   139.31%
Volatility 3Y:   -