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RBI Call/voestalpine 23-24/  AT0000A33KM0  /

Wien OS
2024-05-28  9:15:00 AM Chg.+0.002 Bid10:33:58 AM Ask10:33:58 AM Underlying Strike price Expiration date Option type
0.038EUR +5.56% 0.041
Bid Size: 10,000		 0.051
Ask Size: 10,000		 VOESTALPINE AG 31.00 - 2024-09-20 Call
 

Master data

WKN: RC084M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 31.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 56.04
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -0.41
Time value: 0.05
Break-even: 31.48
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 26.32%
Delta: 0.22
Theta: -0.01
Omega: 12.29
Rho: 0.02
 

Quote data

Open: 0.038
High: 0.038
Low: 0.038
Previous Close: 0.036
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+8.57%
1 Month  
+46.15%
3 Months
  -33.33%
YTD
  -79.35%
1 Year
  -89.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.032
1M High / 1M Low: 0.041 0.017
6M High / 6M Low: 0.213 0.017
High (YTD): 2024-01-02 0.178
Low (YTD): 2024-05-09 0.017
52W High: 2023-06-14 0.504
52W Low: 2024-05-09 0.017
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   2,105.263
Avg. price 6M:   0.082
Avg. volume 6M:   521.739
Avg. price 1Y:   0.171
Avg. volume 1Y:   245.902
Volatility 1M:   366.91%
Volatility 6M:   253.69%
Volatility 1Y:   202.93%
Volatility 3Y:   -