RBI Call/ATX 23-24/ AT0000A33DD4 /
2024-06-14 9:15:00 AM | Chg.-0.223 | Bid5:29:58 PM | Ask5:29:58 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.385EUR | -36.68% | - Bid Size: - |
- Ask Size: - |
ATX | 3,900.00 - | 2024-09-20 | Call |
Master data
WKN: | RC08YH |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,900.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 101.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.11 |
Parity: | -3.66 |
Time value: | 0.35 |
Break-even: | 3,934.90 |
Moneyness: | 0.91 |
Premium: | 0.11 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.07 |
Spread %: | 25.09% |
Delta: | 0.19 |
Theta: | -0.55 |
Omega: | 19.53 |
Rho: | 1.72 |
Quote data
Open: | 0.385 |
---|---|
High: | 0.385 |
Low: | 0.385 |
Previous Close: | 0.608 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -41.31% | ||
---|---|---|---|
1 Month | -46.60% | ||
3 Months | +60.42% | ||
YTD | -32.93% | ||
1 Year | -61.11% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.608 | 0.385 |
---|---|---|
1M High / 1M Low: | 0.919 | 0.385 |
6M High / 6M Low: | 0.919 | 0.153 |
High (YTD): | 2024-05-20 | 0.919 |
Low (YTD): | 2024-03-05 | 0.153 |
52W High: | 2023-08-01 | 1.040 |
52W Low: | 2024-03-05 | 0.153 |
Avg. price 1W: | 0.523 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.685 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.474 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.537 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 230.59% | |
Volatility 6M: | 218.97% | |
Volatility 1Y: | 193.63% | |
Volatility 3Y: | - |