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RBI Call/Frequentis 23-24/  AT0000A33JM2  /

Wien OS
2024-05-16  9:15:01 AM Chg.+0.001 Bid4:52:06 PM Ask4:52:06 PM Underlying Strike price Expiration date Option type
0.006EUR +20.00% -
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: 104.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.79
Time value: 0.03
Break-even: 34.25
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 1.18
Spread abs.: 0.02
Spread %: 400.00%
Delta: 0.11
Theta: 0.00
Omega: 11.67
Rho: 0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.005
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -64.71%
3 Months
  -87.23%
YTD
  -93.33%
1 Year
  -98.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.012 0.005
1M High / 1M Low: 0.025 0.005
6M High / 6M Low: 0.155 0.005
High (YTD): 2024-01-04 0.097
Low (YTD): 2024-05-15 0.005
52W High: 2023-05-22 0.337
52W Low: 2024-05-15 0.005
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.056
Avg. volume 6M:   0.000
Avg. price 1Y:   0.138
Avg. volume 1Y:   0.000
Volatility 1M:   307.77%
Volatility 6M:   239.77%
Volatility 1Y:   195.17%
Volatility 3Y:   -