RBI Call/Frequentis 23-25/  AT0000A375W2  /

Wien OS
2024-05-28  9:15:01 AM Chg.+0.031 Bid5:28:25 PM Ask5:28:25 PM Underlying Strike price Expiration date Option type
0.239EUR +14.90% -
Bid Size: -
-
Ask Size: -
FREQUENTIS AG 31.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A3S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 31.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.77
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -0.24
Time value: 0.24
Break-even: 33.43
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 8.97%
Delta: 0.48
Theta: -0.01
Omega: 5.63
Rho: 0.09
 

Quote data

Open: 0.239
High: 0.239
Low: 0.239
Previous Close: 0.208
Turnover: -
Market phase: OP
 
  All quotes in EUR

Performance

1 Week  
+43.98%
1 Month  
+30.60%
3 Months  
+69.50%
YTD
  -8.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.239 0.163
1M High / 1M Low: 0.239 0.127
6M High / 6M Low: 0.319 0.119
High (YTD): 2024-01-04 0.275
Low (YTD): 2024-02-27 0.119
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.198
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.70%
Volatility 6M:   112.52%
Volatility 1Y:   -
Volatility 3Y:   -