RBI Call/Post 23-24/  AT0000A33LU1  /

Wien OS
2024-04-30  12:04:14 PM Chg.-0.009 Bid5:20:10 PM Ask5:20:10 PM Underlying Strike price Expiration date Option type
0.036EUR -20.00% -
Bid Size: -
-
Ask Size: -
OESTERREICH. POST AG 34.00 - 2024-09-20 Call
 

Master data

WKN: RC085H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-09-20
Issue date: 2023-04-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 55.37
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -0.41
Time value: 0.05
Break-even: 34.54
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 58.82%
Delta: 0.23
Theta: -0.01
Omega: 12.92
Rho: 0.03
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.045
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -34.55%
1 Month
  -37.93%
3 Months
  -55.56%
YTD
  -76.32%
1 Year
  -89.80%
3 Years     -
5 Years     -
1W High / 1W Low: 0.045 0.036
1M High / 1M Low: 0.072 0.036
6M High / 6M Low: 0.180 0.031
High (YTD): 2024-01-02 0.159
Low (YTD): 2024-03-12 0.031
52W High: 2023-05-03 0.405
52W Low: 2024-03-12 0.031
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.101
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   130.69%
Volatility 6M:   148.52%
Volatility 1Y:   126.03%
Volatility 3Y:   -