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RBI Call 17 IMMZF 20.09.2024/  AT0000A33JS9  /

EUWAX
2024-06-14  9:16:12 AM Chg.+0.006 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.737EUR +0.82% -
Bid Size: -		 -
Ask Size: -		 Immofinanz Ag 17.00 - 2024-09-20 Call
 

Master data

WKN: RC083S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.70
Implied volatility: 0.58
Historic volatility: 0.13
Parity: 0.70
Time value: 0.05
Break-even: 24.47
Moneyness: 1.41
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.36%
Delta: 0.91
Theta: -0.01
Omega: 2.91
Rho: 0.04
 

Quote data

Open: 0.737
High: 0.737
Low: 0.737
Previous Close: 0.731
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.82%
1 Month  
+1.24%
3 Months  
+32.32%
YTD  
+51.65%
1 Year  
+163.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.737 0.726
1M High / 1M Low: 0.743 0.691
6M High / 6M Low: 0.743 0.395
High (YTD): 2024-06-05 0.743
Low (YTD): 2024-03-05 0.452
52W High: 2024-06-05 0.743
52W Low: 2023-06-23 0.250
Avg. price 1W:   0.731
Avg. volume 1W:   0.000
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   0.586
Avg. volume 6M:   0.000
Avg. price 1Y:   0.446
Avg. volume 1Y:   0.000
Volatility 1M:   29.73%
Volatility 6M:   42.89%
Volatility 1Y:   54.44%
Volatility 3Y:   -