RBI Call 12 SPI 20.09.2024
/ AT0000A33K91
RBI Call 12 SPI 20.09.2024/ AT0000A33K91 /
| 10/06/2024 09:16:54 |
Chg.-0.030 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.948EUR |
-3.07% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
12.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.25 |
| Parity: |
0.96 |
| Time value: |
0.02 |
| Break-even: |
21.83 |
| Moneyness: |
1.80 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.08% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.13 |
| Rho: |
0.03 |
Quote data
| Open: |
0.948 |
| High: |
0.948 |
| Low: |
0.948 |
| Previous Close: |
0.978 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.27% |
| 1 Month |
|
|
+67.20% |
| 3 Months |
|
|
+137.00% |
| YTD |
|
|
+478.05% |
| 1 Year |
|
|
+342.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.958 |
| 1M High / 1M Low: |
1.020 |
0.567 |
| 6M High / 6M Low: |
1.020 |
0.158 |
| High (YTD): |
29/05/2024 |
1.020 |
| Low (YTD): |
04/01/2024 |
0.167 |
| 52W High: |
29/05/2024 |
1.020 |
| 52W Low: |
18/09/2023 |
0.113 |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.312 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
214.26% |
| Volatility 6M: |
|
108.23% |
| Volatility 1Y: |
|
95.81% |
| Volatility 3Y: |
|
- |
