RBI Call 2900 ATX/ AT0000A33DE2 /
| 2024-09-19 9:15:34 AM | Chg.- | Bid10:00:30 PM | Ask10:00:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.43EUR | - | - Bid Size: - |
- Ask Size: - |
ATX | 2,900.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC08YJ |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,900.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 5.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.05 |
|---|---|
| Intrinsic value: | 7.05 |
| Implied volatility: | 2.40 |
| Historic volatility: | 0.12 |
| Parity: | 7.05 |
| Time value: | 0.07 |
| Break-even: | 3,612.00 |
| Moneyness: | 1.24 |
| Premium: | 0.00 |
| Premium p.a.: | 1.05 |
| Spread abs.: | 0.07 |
| Spread %: | 0.99% |
| Delta: | 0.96 |
| Theta: | -18.29 |
| Omega: | 4.88 |
| Rho: | 0.08 |
Quote data
| Open: | 7.43 |
|---|---|
| High: | 7.43 |
| Low: | 7.43 |
| Previous Close: | 6.95 |
| Turnover: | 0.00 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.68% | ||
|---|---|---|---|
| 1 Month | -4.25% | ||
| 3 Months | +1.09% | ||
| YTD | +27.23% | ||
| 1 Year | +50.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.43 | 6.88 |
|---|---|---|
| 1M High / 1M Low: | 8.39 | 6.88 |
| 6M High / 6M Low: | 8.39 | 5.27 |
| High (YTD): | 2024-09-03 | 8.39 |
| Low (YTD): | 2024-03-05 | 4.61 |
| 52W High: | 2024-09-03 | 8.39 |
| 52W Low: | 2023-10-27 | 3.24 |
| Avg. price 1W: | 7.03 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 7.49 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 7.25 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | 6.09 | |
| Avg. volume 1Y: | 0.00 | |
| Volatility 1M: | 60.04% | |
| Volatility 6M: | 68.41% | |
| Volatility 1Y: | 65.93% | |
| Volatility 3Y: | - |
