RBI Call 18 SPI 20.09.2024
/ AT0000A33KC1
RBI Call 18 SPI 20.09.2024/ AT0000A33KC1 /
| 6/7/2024 9:16:20 AM |
Chg.+0.013 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.403EUR |
+3.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.36 |
| Time value: |
0.04 |
| Break-even: |
22.01 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
5.25% |
| Delta: |
0.89 |
| Theta: |
0.00 |
| Omega: |
4.77 |
| Rho: |
0.04 |
Quote data
| Open: |
0.403 |
| High: |
0.403 |
| Low: |
0.403 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+247.41% |
| 3 Months |
|
|
+571.67% |
| YTD |
|
|
+5657.14% |
| 1 Year |
|
|
+1051.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.386 |
| 1M High / 1M Low: |
0.443 |
0.114 |
| 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: |
|
0.399 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.091 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.056 |
| Avg. volume 1Y: |
|
31.496 |
| Volatility 1M: |
|
729.85% |
| Volatility 6M: |
|
369.10% |
| Volatility 1Y: |
|
330.74% |
| Volatility 3Y: |
|
- |
