OverviewChartNewsTraderScreen

RBI Call/Frequentis 23-24/  AT0000A33JM2  /

Wien OS
2024-05-22  9:15:01 AM Chg.+0.004 Bid1:51:37 PM Ask1:51:37 PM Underlying Strike price Expiration date Option type
0.014EUR +40.00% -
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: 80.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.65
Time value: 0.03
Break-even: 34.34
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 0.95
Spread abs.: 0.02
Spread %: 142.86%
Delta: 0.15
Theta: 0.00
Omega: 11.91
Rho: 0.01
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.010
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+133.33%
1 Month  
+7.69%
3 Months
  -48.15%
YTD
  -84.44%
1 Year
  -95.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.006
1M High / 1M Low: 0.025 0.005
6M High / 6M Low: 0.144 0.005
High (YTD): 2024-01-04 0.097
Low (YTD): 2024-05-15 0.005
52W High: 2023-05-24 0.332
52W Low: 2024-05-15 0.005
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   451.72%
Volatility 6M:   273.48%
Volatility 1Y:   216.51%
Volatility 3Y:   -