RBI Call 110 DOCOF 20.09.2024
/ AT0000A33JG4
RBI Call 110 DOCOF 20.09.2024/ AT0000A33JG4 /
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 |
5.15EUR |
+1.38% |
- Bid Size: - |
- Ask Size: - |
Do & Co AG |
110.00 - |
2024-09-20 |
Call |
Master data
WKN: |
RC083G |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Do & Co AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.16 |
Intrinsic value: |
5.06 |
Implied volatility: |
0.39 |
Historic volatility: |
0.26 |
Parity: |
5.06 |
Time value: |
0.12 |
Break-even: |
161.80 |
Moneyness: |
1.46 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.02 |
Spread %: |
0.39% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
3.04 |
Rho: |
0.26 |
Quote data
Open: |
5.15 |
High: |
5.15 |
Low: |
5.15 |
Previous Close: |
5.08 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.44% |
1 Month |
|
|
+26.85% |
3 Months |
|
|
+54.65% |
YTD |
|
|
+89.34% |
1 Year |
|
|
+28.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.15 |
4.69 |
1M High / 1M Low: |
5.15 |
3.08 |
6M High / 6M Low: |
5.15 |
2.15 |
High (YTD): |
2024-06-21 |
5.15 |
Low (YTD): |
2024-01-24 |
2.15 |
52W High: |
2024-06-21 |
5.15 |
52W Low: |
2023-10-09 |
0.80 |
Avg. price 1W: |
|
4.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.91 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.59 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
137.12% |
Volatility 6M: |
|
116.13% |
Volatility 1Y: |
|
113.70% |
Volatility 3Y: |
|
- |