RBI Call/ATX 23-25/ AT0000A37AH2 /
21/06/2024 12:06:31 | Chg.+0.040 | Bid17:25:07 | Ask17:25:07 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.410EUR | +0.48% | - Bid Size: - |
- Ask Size: - |
ATX | 2,900.00 EUR | 21/03/2025 | Call |
Master data
WKN: | RC1A7V |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 2,900.00 EUR |
Maturity: | 21/03/2025 |
Issue date: | 02/10/2023 |
Last trading day: | 20/03/2025 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 4.25 |
Leverage: | Yes |
Calculated values
Fair value: | 7.69 |
---|---|
Intrinsic value: | 6.92 |
Implied volatility: | 0.30 |
Historic volatility: | 0.11 |
Parity: | 6.92 |
Time value: | 1.53 |
Break-even: | 3,745.00 |
Moneyness: | 1.24 |
Premium: | 0.04 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.07 |
Spread %: | 0.84% |
Delta: | 0.86 |
Theta: | -0.60 |
Omega: | 3.64 |
Rho: | 16.62 |
Quote data
Open: | 8.410 |
---|---|
High: | 8.410 |
Low: | 8.410 |
Previous Close: | 8.370 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +0.48% | ||
---|---|---|---|
1 Month | -11.29% | ||
3 Months | +36.53% | ||
YTD | +24.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 8.410 | 8.410 |
---|---|---|
1M High / 1M Low: | 9.350 | 8.370 |
6M High / 6M Low: | 9.480 | 5.680 |
High (YTD): | 20/05/2024 | 9.480 |
Low (YTD): | 05/03/2024 | 5.680 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 8.410 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 8.845 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 7.256 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 41.75% | |
Volatility 6M: | 49.11% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |