OverviewChartNewsTraderScreen

RBI Call 40 ROS 20.09.2024/  AT0000A33K83  /

EUWAX
2024-05-23  9:15:31 AM Chg.+0.001 Bid2:59:00 PM Ask2:59:00 PM Underlying Strike price Expiration date Option type
0.040EUR +2.56% 0.043
Bid Size: 10,000		 0.063
Ask Size: 10,000		 ROSENBAUER INTL 40.00 - 2024-09-20 Call
 

Master data

WKN: RC0838
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
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: 49.37
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -0.89
Time value: 0.06
Break-even: 40.63
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 1.25
Spread abs.: 0.02
Spread %: 46.51%
Delta: 0.18
Theta: -0.01
Omega: 8.84
Rho: 0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.039
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.37%
1 Month  
+25.00%
3 Months
  -45.95%
YTD
  -37.50%
1 Year
  -83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.039
1M High / 1M Low: 0.053 0.025
6M High / 6M Low: 0.132 0.016
High (YTD): 2024-02-19 0.122
Low (YTD): 2024-03-22 0.016
52W High: 2023-06-05 0.310
52W Low: 2024-03-22 0.016
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   0.124
Avg. volume 1Y:   0.000
Volatility 1M:   233.25%
Volatility 6M:   238.35%
Volatility 1Y:   185.83%
Volatility 3Y:   -