RBI Call 100 DOCOF 20.09.2024
/ AT0000A33JE9
RBI Call 100 DOCOF 20.09.2024/ AT0000A33JE9 /
| 2024-06-21 9:39:57 AM |
Chg.+0.07 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.15EUR |
+1.15% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
100.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC083E |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Do & Co AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
6.06 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
6.06 |
| Time value: |
0.12 |
| Break-even: |
161.80 |
| Moneyness: |
1.61 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
2.55 |
| Rho: |
0.24 |
Quote data
| Open: |
6.15 |
| High: |
6.15 |
| Low: |
6.15 |
| Previous Close: |
6.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.85% |
| 1 Month |
|
|
+22.02% |
| 3 Months |
|
|
+45.05% |
| YTD |
|
|
+75.21% |
| 1 Year |
|
|
+30.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.15 |
5.68 |
| 1M High / 1M Low: |
6.15 |
4.04 |
| 6M High / 6M Low: |
6.15 |
2.90 |
| High (YTD): |
2024-06-21 |
6.15 |
| Low (YTD): |
2024-01-24 |
2.90 |
| 52W High: |
2024-06-21 |
6.15 |
| 52W Low: |
2023-10-09 |
1.20 |
| Avg. price 1W: |
|
5.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.34 |
| Avg. volume 1Y: |
|
34.22 |
| Volatility 1M: |
|
110.08% |
| Volatility 6M: |
|
94.44% |
| Volatility 1Y: |
|
105.03% |
| Volatility 3Y: |
|
- |
