RBI Call 31 WIB 20.09.2024
/ AT0000A33KW9
RBI Call 31 WIB 20.09.2024/ AT0000A33KW9 /
| 2024-05-29 9:16:02 AM |
Chg.-0.041 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.526EUR |
-7.23% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
31.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC084W |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.44 |
| Time value: |
0.13 |
| Break-even: |
36.76 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.77% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.85 |
| Rho: |
0.07 |
Quote data
| Open: |
0.526 |
| High: |
0.526 |
| Low: |
0.526 |
| Previous Close: |
0.567 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.71% |
| 1 Month |
|
|
+63.35% |
| 3 Months |
|
|
+63.86% |
| YTD |
|
|
+144.65% |
| 1 Year |
|
|
+134.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.569 |
0.522 |
| 1M High / 1M Low: |
0.576 |
0.322 |
| 6M High / 6M Low: |
0.576 |
0.091 |
| High (YTD): |
2024-05-13 |
0.576 |
| Low (YTD): |
2024-01-17 |
0.119 |
| 52W High: |
2024-05-13 |
0.576 |
| 52W Low: |
2023-10-25 |
0.031 |
| Avg. price 1W: |
|
0.549 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.226 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
123.90% |
| Volatility 6M: |
|
159.14% |
| Volatility 1Y: |
|
154.06% |
| Volatility 3Y: |
|
- |
