RBI Call/ATX 23-25/ AT0000A37AN0 /
| 2024-05-20 9:15:00 AM | Chg.+0.100 | Bid12:46:02 PM | Ask12:46:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.640EUR | +1.81% | 5.700 Bid Size: 10,000 |
5.770 Ask Size: 10,000 |
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: | 6.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.86 |
|---|---|
| Intrinsic value: | 3.64 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.11 |
| Parity: | 3.64 |
| Time value: | 2.12 |
| Break-even: | 3,976.00 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.07 |
| Spread %: | 1.23% |
| Delta: | 0.78 |
| Theta: | -0.61 |
| Omega: | 5.09 |
| Rho: | 19.61 |
Quote data
| Open: | 5.640 |
|---|---|
| High: | 5.640 |
| Low: | 5.640 |
| Previous Close: | 5.540 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +9.30% | ||
|---|---|---|---|
| 1 Month | +44.99% | ||
| 3 Months | +85.53% | ||
| YTD | +58.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.640 | 5.190 |
|---|---|---|
| 1M High / 1M Low: | 5.640 | 4.010 |
| 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: | 5.425 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.788 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.526 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.95% | |
| Volatility 6M: | 73.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
