RBI Call 12 SPI 20.09.2024
/ AT0000A33K91
RBI Call 12 SPI 20.09.2024/ AT0000A33K91 /
| 5/22/2024 9:15:53 AM |
Chg.-0.022 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.595EUR |
-3.57% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
12.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC0839 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
0.60 |
| Time value: |
0.03 |
| Break-even: |
18.25 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
3.31% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
2.75 |
| Rho: |
0.04 |
Quote data
| Open: |
0.595 |
| High: |
0.595 |
| Low: |
0.595 |
| Previous Close: |
0.617 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.17% |
| 1 Month |
|
|
+6.82% |
| 3 Months |
|
|
+78.68% |
| YTD |
|
|
+262.80% |
| 1 Year |
|
|
+174.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.578 |
| 1M High / 1M Low: |
0.620 |
0.505 |
| 6M High / 6M Low: |
0.620 |
0.158 |
| High (YTD): |
5/20/2024 |
0.620 |
| Low (YTD): |
1/4/2024 |
0.167 |
| 52W High: |
5/20/2024 |
0.620 |
| 52W Low: |
9/18/2023 |
0.113 |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.361 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.274 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
50.88% |
| Volatility 6M: |
|
71.10% |
| Volatility 1Y: |
|
80.27% |
| Volatility 3Y: |
|
- |
