RBI Call 12 SPI 20.09.2024
/ AT0000A33K91
RBI Call 12 SPI 20.09.2024/ AT0000A33K91 /
| 6/7/2024 9:16:20 AM |
Chg.+0.015 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.978EUR |
+1.56% |
-
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: |
2.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.66 |
| 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: |
0.978 |
| High: |
0.978 |
| Low: |
0.978 |
| Previous Close: |
0.963 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.17% |
| 1 Month |
|
|
+82.46% |
| 3 Months |
|
|
+144.50% |
| YTD |
|
|
+496.34% |
| 1 Year |
|
|
+363.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.958 |
| 1M High / 1M Low: |
1.020 |
0.536 |
| 6M High / 6M Low: |
1.020 |
0.158 |
| High (YTD): |
5/29/2024 |
1.020 |
| Low (YTD): |
1/4/2024 |
0.167 |
| 52W High: |
5/29/2024 |
1.020 |
| 52W Low: |
9/18/2023 |
0.113 |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.434 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.311 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
204.50% |
| Volatility 6M: |
|
107.83% |
| Volatility 1Y: |
|
95.52% |
| Volatility 3Y: |
|
- |
