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RBI Call/ATX 23-24/  AT0000A33D74  /

Wien OS
5/20/2024  9:15:00 AM Chg.+0.090 Bid5:29:25 PM Ask5:29:25 PM Underlying Strike price Expiration date Option type
3.890EUR +2.37% -
Bid Size: -		 -
Ask Size: -		 ATX 3,400.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 9.34
Leverage: Yes

Calculated values

Fair value: 3.92
Intrinsic value: 3.47
Implied volatility: 0.14
Historic volatility: 0.11
Parity: 3.47
Time value: 0.54
Break-even: 3,801.00
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 1.78%
Delta: 0.92
Theta: -0.52
Omega: 8.55
Rho: 9.79
 

Quote data

Open: 3.890
High: 3.890
Low: 3.890
Previous Close: 3.800
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.37%
1 Month  
+38.93%
3 Months  
+93.53%
YTD  
+61.41%
1 Year  
+64.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.890 3.890
1M High / 1M Low: 3.890 2.490
6M High / 6M Low: 3.890 1.400
High (YTD): 5/20/2024 3.890
Low (YTD): 3/5/2024 1.400
52W High: 5/20/2024 3.890
52W Low: 10/23/2023 1.020
Avg. price 1W:   3.890
Avg. volume 1W:   0.000
Avg. price 1M:   3.118
Avg. volume 1M:   0.000
Avg. price 6M:   2.304
Avg. volume 6M:   61.538
Avg. price 1Y:   2.124
Avg. volume 1Y:   21.390
Volatility 1M:   97.13%
Volatility 6M:   101.32%
Volatility 1Y:   107.45%
Volatility 3Y:   -