RBI Call/ATX 23-24/ AT0000A33D58 /
| 6/14/2024 9:15:00 AM | Chg.-0.630 | Bid5:29:58 PM | Ask5:29:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.440EUR | -12.43% | - Bid Size: - |
- Ask Size: - |
ATX | 3,200.00 - | 9/20/2024 | Call |
Master data
| WKN: | RC08X9 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,200.00 - |
| Maturity: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 8.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.67 |
|---|---|
| Intrinsic value: | 3.34 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.11 |
| Parity: | 3.34 |
| Time value: | 0.78 |
| Break-even: | 3,612.00 |
| Moneyness: | 1.10 |
| Premium: | 0.02 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.07 |
| Spread %: | 1.73% |
| Delta: | 0.82 |
| Theta: | -0.86 |
| Omega: | 7.03 |
| Rho: | 6.60 |
Quote data
| Open: | 4.440 |
|---|---|
| High: | 4.440 |
| Low: | 4.440 |
| Previous Close: | 5.070 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -12.77% | ||
|---|---|---|---|
| 1 Month | -12.08% | ||
| 3 Months | +55.24% | ||
| YTD | +23.33% | ||
| 1 Year | +18.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.070 | 4.440 |
|---|---|---|
| 1M High / 1M Low: | 5.530 | 4.440 |
| 6M High / 6M Low: | 5.530 | 2.440 |
| High (YTD): | 5/20/2024 | 5.530 |
| Low (YTD): | 3/5/2024 | 2.440 |
| 52W High: | 5/20/2024 | 5.530 |
| 52W Low: | 10/25/2023 | 1.770 |
| Avg. price 1W: | 4.755 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.119 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.751 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.229 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 76.55% | |
| Volatility 6M: | 83.77% | |
| Volatility 1Y: | 88.45% | |
| Volatility 3Y: | - |
