RBI Call/ATX 23-24/ AT0000A33D90 /
06/06/2024 09:15:00 | Chg.-0.240 | Bid12:50:33 | Ask12:50:33 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.060EUR | -10.43% | 1.920 Bid Size: 10,000 |
1.990 Ask Size: 10,000 |
ATX | 3,600.00 - | 20/09/2024 | Call |
Master data
WKN: | RC08YD |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,600.00 - |
Maturity: | 20/09/2024 |
Issue date: | 30/03/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 16.05 |
Leverage: | Yes |
Calculated values
Fair value: | 1.40 |
---|---|
Intrinsic value: | 0.59 |
Implied volatility: | 0.23 |
Historic volatility: | 0.11 |
Parity: | 0.59 |
Time value: | 1.69 |
Break-even: | 3,828.00 |
Moneyness: | 1.02 |
Premium: | 0.05 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.07 |
Spread %: | 3.17% |
Delta: | 0.61 |
Theta: | -1.04 |
Omega: | 9.78 |
Rho: | 5.59 |
Quote data
Open: | 2.060 |
---|---|
High: | 2.060 |
Low: | 2.060 |
Previous Close: | 2.300 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -10.43% | ||
---|---|---|---|
1 Month | -3.29% | ||
3 Months | +202.50% | ||
YTD | +40.14% | ||
1 Year | +17.05% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.300 | 2.060 |
---|---|---|
1M High / 1M Low: | 2.460 | 1.980 |
6M High / 6M Low: | 2.460 | 0.681 |
High (YTD): | 20/05/2024 | 2.460 |
Low (YTD): | 05/03/2024 | 0.681 |
52W High: | 20/05/2024 | 2.460 |
52W Low: | 24/10/2023 | 0.542 |
Avg. price 1W: | 2.180 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.206 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.394 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.308 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 122.50% | |
Volatility 6M: | 139.20% | |
Volatility 1Y: | 134.54% | |
Volatility 3Y: | - |