RBI Call 34 O3P 20.09.2024/  AT0000A33LU1  /

EUWAX
2024-05-03  9:15:31 AM Chg.-0.002 Bid5:29:59 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
0.031EUR -6.06% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 34.00 - 2024-09-20 Call
 

Master data

WKN: RC085H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 55.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -0.39
Time value: 0.05
Break-even: 34.54
Moneyness: 0.89
Premium: 0.15
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 58.82%
Delta: 0.24
Theta: -0.01
Omega: 13.27
Rho: 0.03
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.033
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.19%
1 Month
  -52.31%
3 Months
  -60.76%
YTD
  -77.37%
1 Year
  -92.25%
3 Years     -
5 Years     -
1W High / 1W Low: 0.044 0.033
1M High / 1M Low: 0.070 0.033
6M High / 6M Low: 0.190 0.030
High (YTD): 2024-01-04 0.157
Low (YTD): 2024-03-11 0.030
52W High: 2023-05-03 0.400
52W Low: 2024-03-11 0.030
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.056
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.166
Avg. volume 1Y:   0.000
Volatility 1M:   143.50%
Volatility 6M:   139.24%
Volatility 1Y:   118.03%
Volatility 3Y:   -