RBI Call/ATX 23-24/ AT0000A33D66 /
| 06/06/2024 09:15:00 | Chg.-0.290 | Bid12:10:57 | Ask12:10:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.250EUR | -6.39% | 4.040 Bid Size: 10,000 |
4.110 Ask Size: 10,000 |
ATX | 3,300.00 - | 20/09/2024 | 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: | 20/09/2024 |
| Issue date: | 30/03/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 8.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.94 |
|---|---|
| Intrinsic value: | 3.59 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.11 |
| Parity: | 3.59 |
| Time value: | 0.92 |
| Break-even: | 3,751.00 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.07 |
| Spread %: | 1.58% |
| Delta: | 0.81 |
| Theta: | -0.94 |
| Omega: | 6.56 |
| Rho: | 7.01 |
Quote data
| Open: | 4.250 |
|---|---|
| High: | 4.250 |
| Low: | 4.250 |
| Previous Close: | 4.540 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -6.39% | ||
|---|---|---|---|
| 1 Month | +1.19% | ||
| 3 Months | +126.06% | ||
| YTD | +42.62% | ||
| 1 Year | +37.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.540 | 4.250 |
|---|---|---|
| 1M High / 1M Low: | 4.690 | 4.120 |
| 6M High / 6M Low: | 4.690 | 1.880 |
| High (YTD): | 20/05/2024 | 4.690 |
| Low (YTD): | 05/03/2024 | 1.880 |
| 52W High: | 20/05/2024 | 4.690 |
| 52W Low: | 25/10/2023 | 1.370 |
| Avg. price 1W: | 4.395 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.374 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.995 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.656 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 77.85% | |
| Volatility 6M: | 92.29% | |
| Volatility 1Y: | 96.84% | |
| Volatility 3Y: | - |
