RBI Call/ATX 23-24/ AT0000A33D58 /
| 6/6/2024 9:15:00 AM | Chg.-0.310 | Bid5:21:25 PM | Ask5:21:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.090EUR | -5.74% | - 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: | 7.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.93 |
|---|---|
| Intrinsic value: | 4.59 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.11 |
| Parity: | 4.59 |
| Time value: | 0.62 |
| Break-even: | 3,721.00 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.07 |
| Spread %: | 1.36% |
| Delta: | 0.88 |
| Theta: | -0.72 |
| Omega: | 6.19 |
| Rho: | 7.71 |
Quote data
| Open: | 5.090 |
|---|---|
| High: | 5.090 |
| Low: | 5.090 |
| Previous Close: | 5.400 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -5.74% | ||
|---|---|---|---|
| 1 Month | +1.80% | ||
| 3 Months | +108.61% | ||
| YTD | +41.39% | ||
| 1 Year | +40.61% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.400 | 5.090 |
|---|---|---|
| 1M High / 1M Low: | 5.530 | 4.950 |
| 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: | 5.245 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.204 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.681 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.224 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 68.26% | |
| Volatility 6M: | 83.52% | |
| Volatility 1Y: | 88.04% | |
| Volatility 3Y: | - |
