RBI Call 16 SPI 20.09.2024
/ AT0000A33KB3
RBI Call 16 SPI 20.09.2024/ AT0000A33KB3 /
2024-06-04 9:16:14 AM |
Chg.-0.006 |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.587EUR |
-1.01% |
- Bid Size: - |
- Ask Size: - |
S IMMO AG |
16.00 - |
2024-09-20 |
Call |
Master data
WKN: |
RC084B |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
S IMMO AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.45 |
Historic volatility: |
0.25 |
Parity: |
0.57 |
Time value: |
0.04 |
Break-even: |
22.08 |
Moneyness: |
1.36 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
3.40% |
Delta: |
0.92 |
Theta: |
0.00 |
Omega: |
3.29 |
Rho: |
0.04 |
Quote data
Open: |
0.587 |
High: |
0.587 |
Low: |
0.587 |
Previous Close: |
0.593 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.17% |
1 Month |
|
|
+190.59% |
3 Months |
|
|
+424.11% |
YTD |
|
|
+1793.55% |
1 Year |
|
|
+967.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.628 |
0.593 |
1M High / 1M Low: |
0.628 |
0.198 |
6M High / 6M Low: |
0.628 |
0.028 |
High (YTD): |
2024-05-29 |
0.628 |
Low (YTD): |
2024-01-04 |
0.031 |
52W High: |
2024-05-29 |
0.628 |
52W Low: |
2023-09-18 |
0.019 |
Avg. price 1W: |
|
0.614 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.153 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.102 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
460.65% |
Volatility 6M: |
|
225.26% |
Volatility 1Y: |
|
189.31% |
Volatility 3Y: |
|
- |