RBI Call 3800 ATX 20.09.2024
/ AT0000A33DB8
RBI Call 3800 ATX 20.09.2024/ AT0000A33DB8 /
6/14/2024 9:16:09 AM |
Chg.-0.292 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.668EUR |
-30.42% |
- Bid Size: - |
- Ask Size: - |
ATX |
3,800.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC08YF |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ATX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,800.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
60.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.11 |
Parity: |
-2.66 |
Time value: |
0.58 |
Break-even: |
3,858.40 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.07 |
Spread %: |
13.62% |
Delta: |
0.28 |
Theta: |
-0.71 |
Omega: |
17.00 |
Rho: |
2.48 |
Quote data
Open: |
0.668 |
High: |
0.668 |
Low: |
0.668 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.91% |
1 Month |
|
|
-42.91% |
3 Months |
|
|
+81.52% |
YTD |
|
|
-17.22% |
1 Year |
|
|
-45.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.668 |
1M High / 1M Low: |
1.360 |
0.668 |
6M High / 6M Low: |
1.360 |
0.274 |
High (YTD): |
5/21/2024 |
1.360 |
Low (YTD): |
3/5/2024 |
0.274 |
52W High: |
5/21/2024 |
1.360 |
52W Low: |
10/27/2023 |
0.240 |
Avg. price 1W: |
|
0.859 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.711 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.725 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
215.90% |
Volatility 6M: |
|
172.24% |
Volatility 1Y: |
|
165.31% |
Volatility 3Y: |
|
- |