RBI Call 67.4843 OEWA 20.09.2024
/ AT0000A36E05
RBI Call 67.4843 OEWA 20.09.2024/ AT0000A36E05 /
| 2024-06-03 9:16:35 AM |
Chg.+0.09 |
Bid5:09:10 PM |
Ask5:09:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+8.82% |
1.19
Bid Size: 10,000 |
1.22
Ask Size: 10,000 |
VERBUND AG INH... |
67.4843 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AX0 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.48 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
9.92:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.84 |
| Time value: |
0.25 |
| Break-even: |
78.30 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.83% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
5.54 |
| Rho: |
0.15 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.77% |
| 1 Month |
|
|
+38.75% |
| 3 Months |
|
|
+105.56% |
| YTD |
|
|
-40.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
0.97 |
| 1M High / 1M Low: |
1.22 |
0.66 |
| 6M High / 6M Low: |
2.36 |
0.33 |
| High (YTD): |
2024-01-10 |
2.09 |
| Low (YTD): |
2024-04-03 |
0.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.44% |
| Volatility 6M: |
|
167.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
