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RBI Call 37 ROS 20.09.2024/  AT0000A33K75  /

EUWAX
2024-05-24  9:15:29 AM Chg.+0.006 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.095EUR +6.74% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 - 2024-09-20 Call
 

Master data

WKN: RC0837
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.66
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -0.63
Time value: 0.09
Break-even: 37.94
Moneyness: 0.83
Premium: 0.24
Premium p.a.: 0.93
Spread abs.: 0.02
Spread %: 27.03%
Delta: 0.25
Theta: -0.01
Omega: 8.28
Rho: 0.02
 

Quote data

Open: 0.095
High: 0.095
Low: 0.095
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.84%
1 Month  
+28.38%
3 Months
  -20.83%
YTD
  -12.04%
1 Year
  -69.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.087
1M High / 1M Low: 0.109 0.060
6M High / 6M Low: 0.194 0.040
High (YTD): 2024-02-19 0.194
Low (YTD): 2024-03-20 0.040
52W High: 2023-06-05 0.400
52W Low: 2024-03-20 0.040
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.105
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   172.45%
Volatility 6M:   184.38%
Volatility 1Y:   149.23%
Volatility 3Y:   -