RBI Call 75.4236 OEWA 20.09.2024
/ AT0000A36E21
RBI Call 75.4236 OEWA 20.09.2024/ AT0000A36E21 /
| 2024-06-14 9:16:46 AM |
Chg.-0.047 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.536EUR |
-8.06% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
75.4236 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AX2 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.42 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: |
16.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.19 |
| Time value: |
0.45 |
| Break-even: |
79.92 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
7.09% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
8.15 |
| Rho: |
0.09 |
Quote data
| Open: |
0.536 |
| High: |
0.536 |
| Low: |
0.536 |
| Previous Close: |
0.583 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.13% |
| 1 Month |
|
|
+22.10% |
| 3 Months |
|
|
+219.05% |
| YTD |
|
|
-59.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.583 |
0.510 |
| 1M High / 1M Low: |
0.699 |
0.415 |
| 6M High / 6M Low: |
1.500 |
0.112 |
| High (YTD): |
2024-01-10 |
1.500 |
| Low (YTD): |
2024-04-03 |
0.112 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.24% |
| Volatility 6M: |
|
228.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
