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RBI Call 15 IMMZF 20.09.2024/  AT0000A33JR1  /

EUWAX
2024-06-21  9:16:01 AM Chg.-0.026 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.907EUR -2.79% -
Bid Size: -		 -
Ask Size: -		 Immofinanz Ag 15.00 - 2024-09-20 Call
 

Master data

WKN: RC083R
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.89
Implied volatility: 0.73
Historic volatility: 0.13
Parity: 0.89
Time value: 0.04
Break-even: 24.34
Moneyness: 1.59
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.93
Theta: -0.01
Omega: 2.38
Rho: 0.03
 

Quote data

Open: 0.907
High: 0.907
Low: 0.907
Previous Close: 0.933
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.41%
1 Month  
+1.80%
3 Months  
+6.58%
YTD  
+37.84%
1 Year  
+145.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.948 0.920
1M High / 1M Low: 0.948 0.874
6M High / 6M Low: 0.948 0.591
High (YTD): 2024-06-18 0.948
Low (YTD): 2024-03-05 0.623
52W High: 2024-06-18 0.948
52W Low: 2023-06-23 0.350
Avg. price 1W:   0.931
Avg. volume 1W:   0.000
Avg. price 1M:   0.913
Avg. volume 1M:   0.000
Avg. price 6M:   0.776
Avg. volume 6M:   0.000
Avg. price 1Y:   0.610
Avg. volume 1Y:   0.000
Volatility 1M:   25.93%
Volatility 6M:   34.59%
Volatility 1Y:   41.90%
Volatility 3Y:   -