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RBI Call/Frequentis 23-24/  AT0000A33JL4  /

Wien OS
2024-06-03  9:15:01 AM Chg.+0.012 Bid4:11:05 PM Ask4:11:05 PM Underlying Strike price Expiration date Option type
0.091EUR +15.19% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 32.00 - 2024-09-20 Call
 

Master data

WKN: RC083L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 32.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.00
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.26
Time value: 0.11
Break-even: 33.05
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.48
Spread abs.: 0.02
Spread %: 23.53%
Delta: 0.35
Theta: -0.01
Omega: 9.94
Rho: 0.03
 

Quote data

Open: 0.091
High: 0.091
Low: 0.091
Previous Close: 0.079
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+51.67%
1 Month  
+111.63%
3 Months  
+75.00%
YTD
  -34.53%
1 Year
  -61.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: 0.080 0.023
6M High / 6M Low: 0.187 0.023
High (YTD): 2024-01-04 0.149
Low (YTD): 2024-05-15 0.023
52W High: 2023-06-12 0.394
52W Low: 2024-05-15 0.023
Avg. price 1W:   0.072
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   13.889
Volatility 1M:   245.74%
Volatility 6M:   198.22%
Volatility 1Y:   163.38%
Volatility 3Y:   -