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RBI Call/Frequentis 23-24/  AT0000A33JN0  /

Wien OS
2024-05-24  9:15:01 AM Chg.+0.002 Bid9:15:01 AM Ask9:15:01 AM Underlying Strike price Expiration date Option type
0.003EUR +200.00% 0.003
Bid Size: 10,000		 0.023
Ask Size: 10,000		 FREQUENTIS AG 36.00 - 2024-09-20 Call
 

Master data

WKN: RC083N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 36.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 119.57
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.85
Time value: 0.02
Break-even: 36.23
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.33
Spread abs.: 0.02
Spread %: 666.67%
Delta: 0.10
Theta: 0.00
Omega: 12.10
Rho: 0.01
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.001
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+200.00%
1 Month
  -25.00%
3 Months
  -75.00%
YTD
  -94.83%
1 Year
  -98.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: 0.092 0.001
High (YTD): 2024-01-04 0.063
Low (YTD): 2024-05-23 0.001
52W High: 2023-05-24 0.268
52W Low: 2024-05-23 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.031
Avg. volume 6M:   0.000
Avg. price 1Y:   0.098
Avg. volume 1Y:   0.000
Volatility 1M:   705.55%
Volatility 6M:   522.22%
Volatility 1Y:   382.53%
Volatility 3Y:   -