RBI Call 63.5146 OEWA 20.09.2024
/ AT0000A36DZ0
RBI Call 63.5146 OEWA 20.09.2024/ AT0000A36DZ0 /
| 6/21/2024 9:16:27 AM |
Chg.0.00 |
Bid10:31:44 AM |
Ask10:31:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
0.00% |
1.38
Bid Size: 10,000 |
1.41
Ask Size: 10,000 |
VERBUND AG INH... |
63.5146 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
RC1AXZ |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.51 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
7/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
9.92:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
1.26 |
| Time value: |
0.20 |
| Break-even: |
78.00 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.10% |
| Delta: |
0.85 |
| Theta: |
-0.03 |
| Omega: |
4.44 |
| Rho: |
0.12 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.42% |
| 1 Month |
|
|
+16.81% |
| 3 Months |
|
|
+82.89% |
| YTD |
|
|
-37.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.22 |
| 1M High / 1M Low: |
1.61 |
1.19 |
| 6M High / 6M Low: |
2.43 |
0.54 |
| High (YTD): |
1/10/2024 |
2.43 |
| Low (YTD): |
4/4/2024 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.54% |
| Volatility 6M: |
|
141.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
