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RBI Call/Frequentis 23-24/  AT0000A33JM2  /

Wien OS
2024-05-31  9:15:01 AM Chg.+0.004 Bid5:29:58 PM Ask5:29:58 PM Underlying Strike price Expiration date Option type
0.036EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 34.00 - 2024-09-20 Call
 

Master data

WKN: RC083M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
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: 50.69
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.46
Time value: 0.06
Break-even: 34.58
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.70
Spread abs.: 0.02
Spread %: 52.63%
Delta: 0.23
Theta: -0.01
Omega: 11.53
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.032
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month  
+63.64%
3 Months  
+38.46%
YTD
  -60.00%
1 Year
  -77.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.026
1M High / 1M Low: 0.037 0.005
6M High / 6M Low: 0.129 0.005
High (YTD): 2024-01-04 0.097
Low (YTD): 2024-05-15 0.005
52W High: 2023-06-12 0.312
52W Low: 2024-05-15 0.005
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   0.125
Avg. volume 1Y:   0.000
Volatility 1M:   460.58%
Volatility 6M:   291.09%
Volatility 1Y:   226.42%
Volatility 3Y:   -