RBI Call/ATX 23-24/ AT0000A33D74 /
| 2024-06-06 9:15:00 AM | Chg.-0.290 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.450EUR | -7.75% | - Bid Size: - |
- Ask Size: - |
ATX | 3,400.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC08YB |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,400.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 9.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.00 |
|---|---|
| Intrinsic value: | 2.59 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.11 |
| Parity: | 2.59 |
| Time value: | 1.11 |
| Break-even: | 3,770.00 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.07 |
| Spread %: | 1.93% |
| Delta: | 0.75 |
| Theta: | -1.00 |
| Omega: | 7.46 |
| Rho: | 6.68 |
Quote data
| Open: | 3.450 |
|---|---|
| High: | 3.450 |
| Low: | 3.450 |
| Previous Close: | 3.740 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -7.75% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +146.43% | ||
| YTD | +43.15% | ||
| 1 Year | +35.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.740 | 3.450 |
|---|---|---|
| 1M High / 1M Low: | 3.890 | 3.340 |
| 6M High / 6M Low: | 3.890 | 1.400 |
| High (YTD): | 2024-05-20 | 3.890 |
| Low (YTD): | 2024-03-05 | 1.400 |
| 52W High: | 2024-05-20 | 3.890 |
| 52W Low: | 2023-10-23 | 1.020 |
| Avg. price 1W: | 3.595 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.590 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.400 | |
| Avg. volume 6M: | 64.516 | |
| Avg. price 1Y: | 2.131 | |
| Avg. volume 1Y: | 22.472 | |
| Volatility 1M: | 90.55% | |
| Volatility 6M: | 102.24% | |
| Volatility 1Y: | 107.92% | |
| Volatility 3Y: | - |
