RBI Call 14 SPI/ AT0000A33KA5 /
| 2024-09-19 9:15:34 AM | Chg.- | Bid10:00:30 PM | Ask10:00:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.800EUR | - | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 14.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC084A |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.80 |
| Implied volatility: | 6.12 |
| Historic volatility: | 0.23 |
| Parity: | 0.80 |
| Time value: | 0.02 |
| Break-even: | 22.20 |
| Moneyness: | 1.57 |
| Premium: | 0.01 |
| Premium p.a.: | 26.20 |
| Spread abs.: | 0.02 |
| Spread %: | 2.50% |
| Delta: | 0.94 |
| Theta: | -0.41 |
| Omega: | 2.53 |
| Rho: | 0.00 |
Quote data
| Open: | 0.800 |
|---|---|
| High: | 0.800 |
| Low: | 0.800 |
| Previous Close: | 0.795 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.96% | ||
|---|---|---|---|
| 1 Month | -7.94% | ||
| 3 Months | +4.71% | ||
| YTD | +912.66% | ||
| 1 Year | +1169.84% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.816 | 0.795 |
|---|---|---|
| 1M High / 1M Low: | 0.884 | 0.795 |
| 6M High / 6M Low: | 0.884 | 0.253 |
| High (YTD): | 2024-08-22 | 0.884 |
| Low (YTD): | 2024-01-04 | 0.080 |
| 52W High: | 2024-08-22 | 0.884 |
| 52W Low: | 2023-09-25 | 0.057 |
| Avg. price 1W: | 0.806 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.845 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.658 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.401 | |
| Avg. volume 1Y: | 39.216 | |
| Volatility 1M: | 30.17% | |
| Volatility 6M: | 133.42% | |
| Volatility 1Y: | 124.59% | |
| Volatility 3Y: | - |
