RBI Call 3700 ATX 20.09.2024
/ AT0000A33DA0
RBI Call 3700 ATX 20.09.2024/ AT0000A33DA0 /
| 6/10/2024 9:16:53 AM |
Chg.-0.32 |
Bid10:54:51 AM |
Ask10:54:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-19.39% |
1.34
Bid Size: 10,000 |
1.41
Ask Size: 10,000 |
ATX |
3,700.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC08YE |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,700.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
-0.41 |
| Time value: |
1.69 |
| Break-even: |
3,869.00 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.07 |
| Spread %: |
4.32% |
| Delta: |
0.52 |
| Theta: |
-1.01 |
| Omega: |
11.26 |
| Rho: |
4.85 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
-16.35% |
| 3 Months |
|
|
+141.82% |
| YTD |
|
|
+20.91% |
| 1 Year |
|
|
-9.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.40 |
| 1M High / 1M Low: |
1.88 |
1.35 |
| 6M High / 6M Low: |
1.88 |
0.45 |
| High (YTD): |
5/21/2024 |
1.88 |
| Low (YTD): |
3/5/2024 |
0.45 |
| 52W High: |
5/21/2024 |
1.88 |
| 52W Low: |
10/27/2023 |
0.35 |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
146.05% |
| Volatility 6M: |
|
142.93% |
| Volatility 1Y: |
|
144.58% |
| Volatility 3Y: |
|
- |
