RBI Call/ATX 23-24/ AT0000A33D74 /
6/21/2024 12:06:31 PM | Chg.-0.010 | Bid5:25:07 PM | Ask5:25:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.840EUR | -0.35% | - 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: | 12.43 |
Leverage: | Yes |
Calculated values
Fair value: | 2.34 |
---|---|
Intrinsic value: | 1.92 |
Implied volatility: | 0.22 |
Historic volatility: | 0.11 |
Parity: | 1.92 |
Time value: | 0.97 |
Break-even: | 3,689.00 |
Moneyness: | 1.06 |
Premium: | 0.03 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.07 |
Spread %: | 2.48% |
Delta: | 0.74 |
Theta: | -0.95 |
Omega: | 9.15 |
Rho: | 5.81 |
Quote data
Open: | 2.840 |
---|---|
High: | 2.840 |
Low: | 2.840 |
Previous Close: | 2.850 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -0.35% | ||
---|---|---|---|
1 Month | -26.99% | ||
3 Months | +36.54% | ||
YTD | +17.84% | ||
1 Year | +35.24% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.840 | 2.840 |
---|---|---|
1M High / 1M Low: | 3.740 | 2.840 |
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: | 2.840 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.272 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.459 | |
Avg. volume 6M: | 68.966 | |
Avg. price 1Y: | 2.125 | |
Avg. volume 1Y: | 23.121 | |
Volatility 1M: | 92.40% | |
Volatility 6M: | 103.01% | |
Volatility 1Y: | 107.51% | |
Volatility 3Y: | - |