RBI Call/ATX 23-24/ AT0000A33DC6 /
2024-06-10 2:06:33 PM | Chg.-0.061 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.326EUR | -15.76% | - Bid Size: - |
- Ask Size: - |
ATX | 4,000.00 - | 2024-09-20 | Call |
Master data
WKN: | RC08YG |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 4,000.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 70.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.11 |
Parity: | -3.41 |
Time value: | 0.52 |
Break-even: | 4,051.60 |
Moneyness: | 0.91 |
Premium: | 0.11 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.07 |
Spread %: | 15.70% |
Delta: | 0.24 |
Theta: | -0.67 |
Omega: | 17.09 |
Rho: | 2.32 |
Quote data
Open: | 0.326 |
---|---|
High: | 0.326 |
Low: | 0.326 |
Previous Close: | 0.387 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -33.74% | ||
---|---|---|---|
1 Month | -28.98% | ||
3 Months | +323.38% | ||
YTD | -17.68% | ||
1 Year | -57.77% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.492 | 0.387 |
---|---|---|
1M High / 1M Low: | 0.592 | 0.370 |
6M High / 6M Low: | 0.592 | 0.077 |
High (YTD): | 2024-05-20 | 0.592 |
Low (YTD): | 2024-03-05 | 0.077 |
52W High: | 2023-06-15 | 0.850 |
52W Low: | 2024-03-05 | 0.077 |
Avg. price 1W: | 0.440 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.471 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.308 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.400 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 244.37% | |
Volatility 6M: | 239.82% | |
Volatility 1Y: | 210.57% | |
Volatility 3Y: | - |