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RBI Call 40 FGWLF 20.09.2024/  AT0000A33KH0  /

EUWAX
2024-06-05  9:15:58 AM Chg.+0.039 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.931EUR +4.37% -
Bid Size: -		 -
Ask Size: -		 Flughafen Wien AG 40.00 - 2024-09-20 Call
 

Master data

WKN: RC084H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Flughafen Wien AG
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.15
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.90
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.90
Time value: 0.05
Break-even: 49.52
Moneyness: 1.23
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.15%
Delta: 0.96
Theta: -0.01
Omega: 4.96
Rho: 0.11
 

Quote data

Open: 0.931
High: 0.931
Low: 0.931
Previous Close: 0.892
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.53%
1 Month
  -12.17%
3 Months
  -11.33%
YTD
  -24.92%
1 Year  
+9.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.936 0.892
1M High / 1M Low: 1.060 0.856
6M High / 6M Low: 1.280 0.856
High (YTD): 2024-01-19 1.220
Low (YTD): 2024-05-16 0.856
52W High: 2023-10-09 1.350
52W Low: 2023-06-06 0.850
Avg. price 1W:   0.912
Avg. volume 1W:   0.000
Avg. price 1M:   0.958
Avg. volume 1M:   0.000
Avg. price 6M:   1.083
Avg. volume 6M:   3.264
Avg. price 1Y:   1.069
Avg. volume 1Y:   1.600
Volatility 1M:   61.76%
Volatility 6M:   57.47%
Volatility 1Y:   50.38%
Volatility 3Y:   -