RBI Call/ATX 23-24/ AT0000A33D66 /
| 6/14/2024 9:15:00 AM | Chg.-0.600 | Bid5:29:58 PM | Ask5:29:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.620EUR | -14.22% | - Bid Size: - |
- Ask Size: - |
ATX | 3,300.00 - | 9/20/2024 | Call |
Master data
| WKN: | RC08YA |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,300.00 - |
| Maturity: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 10.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.74 |
|---|---|
| Intrinsic value: | 2.34 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.11 |
| Parity: | 2.34 |
| Time value: | 0.98 |
| Break-even: | 3,632.00 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.07 |
| Spread %: | 2.15% |
| Delta: | 0.76 |
| Theta: | -0.93 |
| Omega: | 8.07 |
| Rho: | 6.23 |
Quote data
| Open: | 3.620 |
|---|---|
| High: | 3.620 |
| Low: | 3.620 |
| Previous Close: | 4.220 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -14.82% | ||
|---|---|---|---|
| 1 Month | -17.16% | ||
| 3 Months | +60.18% | ||
| YTD | +21.48% | ||
| 1 Year | +8.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.220 | 3.620 |
|---|---|---|
| 1M High / 1M Low: | 4.690 | 3.620 |
| 6M High / 6M Low: | 4.690 | 1.880 |
| High (YTD): | 5/20/2024 | 4.690 |
| Low (YTD): | 3/5/2024 | 1.880 |
| 52W High: | 5/20/2024 | 4.690 |
| 52W Low: | 10/25/2023 | 1.370 |
| Avg. price 1W: | 3.920 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.292 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.046 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.661 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 84.62% | |
| Volatility 6M: | 92.36% | |
| Volatility 1Y: | 97.30% | |
| Volatility 3Y: | - |
