RBI Call/ATX 23-25/ AT0000A37AH2 /
| 9/25/2024 10:03:36 AM | Chg.-0.290 | Bid5:27:58 PM | Ask5:27:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.750EUR | -3.61% | - Bid Size: - |
- Ask Size: - |
ATX | 2,900.00 EUR | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 4.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.37 |
|---|---|
| Intrinsic value: | 6.90 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.12 |
| Parity: | 6.90 |
| Time value: | 1.02 |
| Break-even: | 3,692.00 |
| Moneyness: | 1.24 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.07 |
| Spread %: | 0.89% |
| Delta: | 0.87 |
| Theta: | -0.68 |
| Omega: | 3.96 |
| Rho: | 11.38 |
Quote data
| Open: | 7.640 |
|---|---|
| High: | 7.750 |
| Low: | 7.640 |
| Previous Close: | 8.040 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -2.52% | ||
|---|---|---|---|
| 1 Month | -11.12% | ||
| 3 Months | -10.09% | ||
| YTD | +14.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.430 | 7.950 |
|---|---|---|
| 1M High / 1M Low: | 9.150 | 7.910 |
| 6M High / 6M Low: | 9.480 | 6.530 |
| High (YTD): | 5/20/2024 | 9.480 |
| Low (YTD): | 3/5/2024 | 5.680 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 8.116 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.385 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.398 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 38.63% | |
| Volatility 6M: | 54.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
