RBI Call 18 SPI 20.09.2024
/ AT0000A33KC1
RBI Call 18 SPI 20.09.2024/ AT0000A33KC1 /
6/11/2024 9:20:01 AM |
Chg.+0.049 |
Bid3:46:11 PM |
Ask3:46:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.424EUR |
+13.07% |
0.420 Bid Size: 10,000 |
0.440 Ask Size: 10,000 |
S IMMO AG |
18.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC084C |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
S IMMO AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
0.40 |
Time value: |
0.04 |
Break-even: |
22.35 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
4.82% |
Delta: |
0.91 |
Theta: |
0.00 |
Omega: |
4.60 |
Rho: |
0.04 |
Quote data
Open: |
0.424 |
High: |
0.424 |
Low: |
0.424 |
Previous Close: |
0.375 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.69% |
1 Month |
|
|
+271.93% |
3 Months |
|
|
+631.03% |
YTD |
|
|
+5957.14% |
1 Year |
|
|
+1111.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.405 |
0.375 |
1M High / 1M Low: |
0.443 |
0.115 |
6M High / 6M Low: |
0.443 |
0.006 |
High (YTD): |
5/29/2024 |
0.443 |
Low (YTD): |
1/4/2024 |
0.007 |
52W High: |
5/29/2024 |
0.443 |
52W Low: |
9/18/2023 |
0.003 |
Avg. price 1W: |
|
0.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.276 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.094 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.057 |
Avg. volume 1Y: |
|
31.496 |
Volatility 1M: |
|
749.33% |
Volatility 6M: |
|
368.02% |
Volatility 1Y: |
|
330.78% |
Volatility 3Y: |
|
- |