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RBI Call 31 VAS 20.09.2024/  AT0000A33KM0  /

EUWAX
2024-05-17  9:15:58 AM Chg.+0.007 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.030EUR +30.43% -
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: 65.35
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -0.49
Time value: 0.04
Break-even: 31.40
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.71
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.19
Theta: 0.00
Omega: 12.16
Rho: 0.02
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+42.86%
3 Months
  -53.13%
YTD
  -83.70%
1 Year
  -92.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.022
1M High / 1M Low: 0.033 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:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   299.02%
Volatility 6M:   225.24%
Volatility 1Y:   188.30%
Volatility 3Y:   -