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RBI Call 17 IMMZF 20.09.2024/  AT0000A33JS9  /

EUWAX
2024-06-21  9:16:01 AM Chg.-0.025 Bid2:19:22 PM Ask2:19:22 PM Underlying Strike price Expiration date Option type
0.728EUR -3.32% 0.581
Bid Size: 10,000		 0.591
Ask Size: 10,000		 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: 3.17
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.69
Implied volatility: 0.66
Historic volatility: 0.13
Parity: 0.69
Time value: 0.06
Break-even: 24.54
Moneyness: 1.41
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.34%
Delta: 0.89
Theta: -0.01
Omega: 2.82
Rho: 0.03
 

Quote data

Open: 0.728
High: 0.728
Low: 0.728
Previous Close: 0.753
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.22%
1 Month  
+2.97%
3 Months  
+8.98%
YTD  
+49.79%
1 Year  
+169.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.766 0.737
1M High / 1M Low: 0.766 0.691
6M High / 6M Low: 0.766 0.425
High (YTD): 2024-06-18 0.766
Low (YTD): 2024-03-05 0.452
52W High: 2024-06-18 0.766
52W Low: 2023-06-23 0.250
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   0.730
Avg. volume 1M:   0.000
Avg. price 6M:   0.595
Avg. volume 6M:   0.000
Avg. price 1Y:   0.451
Avg. volume 1Y:   0.000
Volatility 1M:   32.23%
Volatility 6M:   42.98%
Volatility 1Y:   54.44%
Volatility 3Y:   -