RBI Call/ATX 23-25/ AT0000A37AJ8 /
20/05/2024 09:15:00 | Chg.+0.110 | Bid12:46:02 | Ask12:46:02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
8.640EUR | +1.29% | 8.710 Bid Size: 10,000 |
8.780 Ask Size: 10,000 |
ATX | 3,000.00 EUR | 21/03/2025 | Call |
Master data
WKN: | RC1A7W |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,000.00 EUR |
Maturity: | 21/03/2025 |
Issue date: | 02/10/2023 |
Last trading day: | 20/03/2025 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 4.29 |
Leverage: | Yes |
Calculated values
Fair value: | 8.58 |
---|---|
Intrinsic value: | 7.64 |
Implied volatility: | 0.20 |
Historic volatility: | 0.11 |
Parity: | 7.64 |
Time value: | 1.13 |
Break-even: | 3,877.00 |
Moneyness: | 1.25 |
Premium: | 0.03 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.07 |
Spread %: | 0.80% |
Delta: | 0.94 |
Theta: | -0.41 |
Omega: | 4.02 |
Rho: | 22.09 |
Quote data
Open: | 8.640 |
---|---|
High: | 8.640 |
Low: | 8.640 |
Previous Close: | 8.530 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +7.06% | ||
---|---|---|---|
1 Month | +31.31% | ||
3 Months | +57.38% | ||
YTD | +43.52% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 8.640 | 8.140 |
---|---|---|
1M High / 1M Low: | 8.640 | 6.730 |
6M High / 6M Low: | 8.640 | 4.930 |
High (YTD): | 20/05/2024 | 8.640 |
Low (YTD): | 05/03/2024 | 4.960 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 8.400 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.645 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.050 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 38.89% | |
Volatility 6M: | 52.69% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |