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RBI Call 32 FQT 20.09.2024/  AT0000A33JL4  /

EUWAX
2024-05-22  9:15:53 AM Chg.+0.006 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.039EUR +18.18% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 32.00 - 2024-09-20 Call
 

Master data

WKN: RC083L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 45.83
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.45
Time value: 0.06
Break-even: 32.60
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 50.00%
Delta: 0.24
Theta: -0.01
Omega: 10.78
Rho: 0.02
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.033
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+69.57%
1 Month     0.00%
3 Months
  -26.42%
YTD
  -71.94%
1 Year
  -90.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.023
1M High / 1M Low: 0.059 0.023
6M High / 6M Low: 0.204 0.023
High (YTD): 2024-01-03 0.148
Low (YTD): 2024-05-15 0.023
52W High: 2023-05-22 0.420
52W Low: 2024-05-15 0.023
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.037
Avg. volume 1M:   0.000
Avg. price 6M:   0.087
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   226.83%
Volatility 6M:   200.18%
Volatility 1Y:   166.78%
Volatility 3Y:   -