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RBI Call 34 FQT 20.09.2024/  AT0000A33JM2  /

EUWAX
2024-06-04  9:16:12 AM Chg.+0.009 Bid9:53:21 AM Ask9:53:21 AM Underlying Strike price Expiration date Option type
0.052EUR +20.93% 0.048
Bid Size: 10,000		 0.068
Ask Size: 10,000		 FREQUENTIS AG 34.00 - 2024-09-20 Call
 

Master data

WKN: RC083M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 45.15
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.42
Time value: 0.07
Break-even: 34.66
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 43.48%
Delta: 0.25
Theta: -0.01
Omega: 11.30
Rho: 0.02
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.043
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month  
+205.88%
3 Months  
+108.00%
YTD
  -42.22%
1 Year
  -74.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.032
1M High / 1M Low: 0.043 0.005
6M High / 6M Low: 0.129 0.005
High (YTD): 2024-01-03 0.096
Low (YTD): 2024-05-15 0.005
52W High: 2023-06-09 0.310
52W Low: 2024-05-15 0.005
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   0.045
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   405.37%
Volatility 6M:   300.97%
Volatility 1Y:   232.36%
Volatility 3Y:   -