RBI Call/ATX 23-24/ AT0000A33DF9 /
| 06/06/2024 09:15:00 | Chg.-0.310 | Bid10:12:02 | Ask10:12:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.780EUR | -3.41% | 8.540 Bid Size: 10,000 |
8.610 Ask Size: 10,000 |
ATX | 2,800.00 - | 20/09/2024 | Call |
Master data
| WKN: | RC08YK |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,800.00 - |
| Maturity: | 20/09/2024 |
| Issue date: | 30/03/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 4.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.87 |
|---|---|
| Intrinsic value: | 8.59 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.11 |
| Parity: | 8.59 |
| Time value: | 0.47 |
| Break-even: | 3,706.00 |
| Moneyness: | 1.31 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.07 |
| Spread %: | 0.78% |
| Delta: | 0.94 |
| Theta: | -0.65 |
| Omega: | 3.80 |
| Rho: | 7.10 |
Quote data
| Open: | 8.780 |
|---|---|
| High: | 8.780 |
| Low: | 8.780 |
| Previous Close: | 9.090 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -3.41% | ||
|---|---|---|---|
| 1 Month | +2.57% | ||
| 3 Months | +63.50% | ||
| YTD | +32.63% | ||
| 1 Year | +43.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.090 | 8.780 |
|---|---|---|
| 1M High / 1M Low: | 9.190 | 8.560 |
| 6M High / 6M Low: | 9.190 | 5.370 |
| High (YTD): | 20/05/2024 | 9.190 |
| Low (YTD): | 05/03/2024 | 5.370 |
| 52W High: | 20/05/2024 | 9.190 |
| 52W Low: | 25/10/2023 | 4.070 |
| Avg. price 1W: | 8.935 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.844 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.841 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.957 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 43.33% | |
| Volatility 6M: | 52.00% | |
| Volatility 1Y: | 56.92% | |
| Volatility 3Y: | - |
