RBI Call 2800 ATX 20.09.2024
/ AT0000A33DF9
RBI Call 2800 ATX 20.09.2024/ AT0000A33DF9 /
| 6/10/2024 9:16:53 AM |
Chg.-0.51 |
Bid8:00:00 PM |
Ask8:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.53EUR |
-5.64% |
-
Bid Size: - |
-
Ask Size: - |
ATX |
2,800.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC08YK |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.87 |
| Intrinsic value: |
8.59 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.11 |
| Parity: |
8.59 |
| Time value: |
0.47 |
| Break-even: |
3,706.00 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
0.78% |
| Delta: |
0.94 |
| Theta: |
-0.65 |
| Omega: |
3.80 |
| Rho: |
7.10 |
Quote data
| Open: |
8.53 |
| High: |
8.53 |
| Low: |
8.53 |
| Previous Close: |
9.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.16% |
| 1 Month |
|
|
-0.35% |
| 3 Months |
|
|
+48.87% |
| YTD |
|
|
+28.85% |
| 1 Year |
|
|
+38.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.09 |
8.61 |
| 1M High / 1M Low: |
9.25 |
8.46 |
| 6M High / 6M Low: |
9.25 |
5.39 |
| High (YTD): |
5/21/2024 |
9.25 |
| Low (YTD): |
3/5/2024 |
5.39 |
| 52W High: |
5/21/2024 |
9.25 |
| 52W Low: |
10/27/2023 |
3.88 |
| Avg. price 1W: |
|
8.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.17 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
43.54% |
| Volatility 6M: |
|
46.62% |
| Volatility 1Y: |
|
53.68% |
| Volatility 3Y: |
|
- |
