RBI Call/ATX 23-25/ AT0000A37AN0 /
| 2024-06-06 9:15:00 AM | Chg.-0.280 | Bid5:16:24 PM | Ask5:16:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.200EUR | -5.11% | - Bid Size: - |
- Ask Size: - |
ATX | 3,400.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A70 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,400.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 6.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.81 |
|---|---|
| Intrinsic value: | 2.59 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.11 |
| Parity: | 2.59 |
| Time value: | 2.73 |
| Break-even: | 3,932.00 |
| Moneyness: | 1.08 |
| Premium: | 0.07 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.07 |
| Spread %: | 1.33% |
| Delta: | 0.71 |
| Theta: | -0.72 |
| Omega: | 4.88 |
| Rho: | 16.19 |
Quote data
| Open: | 5.200 |
|---|---|
| High: | 5.200 |
| Low: | 5.200 |
| Previous Close: | 5.480 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +2.56% | ||
|---|---|---|---|
| 1 Month | +9.47% | ||
| 3 Months | +99.23% | ||
| YTD | +46.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.480 | 5.200 |
|---|---|---|
| 1M High / 1M Low: | 5.640 | 4.750 |
| 6M High / 6M Low: | 5.640 | 2.610 |
| High (YTD): | 2024-05-20 | 5.640 |
| Low (YTD): | 2024-03-05 | 2.610 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.340 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.262 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.713 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.64% | |
| Volatility 6M: | 74.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
