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RBI Call 43 FGWLF 20.09.2024/  AT0000A33KJ6  /

EUWAX
2024-05-31  9:16:11 AM Chg.-0.026 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.640EUR -3.90% -
Bid Size: -		 -
Ask Size: -		 Flughafen Wien AG 43.00 - 2024-09-20 Call
 

Master data

WKN: RC084J
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Flughafen Wien AG
Type: Warrant
Option type: Call
Strike price: 43.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.24
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.61
Implied volatility: 0.19
Historic volatility: 0.19
Parity: 0.61
Time value: 0.07
Break-even: 49.78
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.04%
Delta: 0.92
Theta: -0.01
Omega: 6.69
Rho: 0.12
 

Quote data

Open: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.666
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.11%
1 Month
  -15.23%
3 Months
  -21.86%
YTD
  -36.00%
1 Year
  -5.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.688 0.640
1M High / 1M Low: 0.789 0.608
6M High / 6M Low: 1.040 0.608
High (YTD): 2024-01-19 0.990
Low (YTD): 2024-05-16 0.608
52W High: 2023-10-09 1.120
52W Low: 2024-05-16 0.608
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.709
Avg. volume 1M:   0.000
Avg. price 6M:   0.840
Avg. volume 6M:   0.000
Avg. price 1Y:   0.848
Avg. volume 1Y:   0.000
Volatility 1M:   74.56%
Volatility 6M:   68.69%
Volatility 1Y:   59.18%
Volatility 3Y:   -