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RBI Call 34 ROS 20.09.2024/  AT0000A33K67  /

EUWAX
2024-05-24  9:15:29 AM Chg.+0.009 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.181EUR +5.23% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 34.00 - 2024-09-20 Call
 

Master data

WKN: RC0836
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
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: 18.17
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -0.33
Time value: 0.17
Break-even: 35.69
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.59
Spread abs.: 0.02
Spread %: 13.42%
Delta: 0.39
Theta: -0.01
Omega: 7.07
Rho: 0.03
 

Quote data

Open: 0.181
High: 0.181
Low: 0.181
Previous Close: 0.172
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.95%
1 Month  
+28.37%
3 Months
  -8.12%
YTD  
+5.23%
1 Year
  -55.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.181 0.169
1M High / 1M Low: 0.201 0.121
6M High / 6M Low: 0.295 0.083
High (YTD): 2024-02-19 0.295
Low (YTD): 2024-03-22 0.083
52W High: 2023-06-05 0.510
52W Low: 2024-03-22 0.083
Avg. price 1W:   0.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   0.261
Avg. volume 1Y:   2.047
Volatility 1M:   139.41%
Volatility 6M:   152.20%
Volatility 1Y:   126.50%
Volatility 3Y:   -