RBI Call 120 DOCOF 20.09.2024
/ AT0000A33JH2
RBI Call 120 DOCOF 20.09.2024/ AT0000A33JH2 /
| 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 |
| 4.16EUR |
+1.71% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
120.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC083H |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Do & Co AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.17 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
4.06 |
| Time value: |
0.13 |
| Break-even: |
161.90 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
3.74 |
| Rho: |
0.28 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.18% |
| 1 Month |
|
|
+32.91% |
| 3 Months |
|
|
+65.74% |
| YTD |
|
|
+104.93% |
| 1 Year |
|
|
+24.92% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.16 |
3.73 |
| 1M High / 1M Low: |
4.16 |
2.20 |
| 6M High / 6M Low: |
4.16 |
1.53 |
| High (YTD): |
2024-06-21 |
4.16 |
| Low (YTD): |
2024-01-24 |
1.53 |
| 52W High: |
2024-06-21 |
4.16 |
| 52W Low: |
2023-10-09 |
0.50 |
| Avg. price 1W: |
|
3.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
294.09 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
54.11 |
| Avg. price 1Y: |
|
1.94 |
| Avg. volume 1Y: |
|
29.58 |
| Volatility 1M: |
|
174.92% |
| Volatility 6M: |
|
140.92% |
| Volatility 1Y: |
|
135.49% |
| Volatility 3Y: |
|
- |
