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RBI Call/Frequentis 23-24/  AT0000A33JK6  /

Wien OS
2024-05-22  9:15:01 AM Chg.+0.011 Bid1:51:37 PM Ask1:51:37 PM Underlying Strike price Expiration date Option type
0.084EUR +15.07% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 30.00 - 2024-09-20 Call
 

Master data

WKN: RC083K
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 30.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.44
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.25
Time value: 0.10
Break-even: 31.04
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 23.81%
Delta: 0.36
Theta: -0.01
Omega: 9.53
Rho: 0.03
 

Quote data

Open: 0.084
High: 0.084
Low: 0.084
Previous Close: 0.073
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+13.51%
3 Months
  -11.58%
YTD
  -59.02%
1 Year
  -83.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.060
1M High / 1M Low: 0.106 0.060
6M High / 6M Low: 0.285 0.060
High (YTD): 2024-01-04 0.218
Low (YTD): 2024-05-16 0.060
52W High: 2023-05-24 0.513
52W Low: 2024-05-16 0.060
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   190.476
Avg. price 6M:   0.139
Avg. volume 6M:   80.645
Avg. price 1Y:   0.252
Avg. volume 1Y:   39.370
Volatility 1M:   175.80%
Volatility 6M:   156.19%
Volatility 1Y:   135.90%
Volatility 3Y:   -