RBI Call 31 VAS 20.09.2024/  AT0000A33KM0  /

EUWAX
2024-05-31  9:16:11 AM Chg.-0.002 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.024EUR -7.69% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 31.00 - 2024-09-20 Call
 

Master data

WKN: RC084M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 31.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 74.61
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -0.41
Time value: 0.04
Break-even: 31.36
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.66
Spread abs.: 0.01
Spread %: 38.46%
Delta: 0.19
Theta: 0.00
Omega: 14.03
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.58%
1 Month     0.00%
3 Months
  -53.85%
YTD
  -86.96%
1 Year
  -93.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.024
1M High / 1M Low: 0.041 0.017
6M High / 6M Low: 0.207 0.017
High (YTD): 2024-01-02 0.172
Low (YTD): 2024-05-09 0.017
52W High: 2023-06-14 0.530
52W Low: 2024-05-09 0.017
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.162
Avg. volume 1Y:   0.000
Volatility 1M:   328.75%
Volatility 6M:   233.89%
Volatility 1Y:   192.42%
Volatility 3Y:   -