RBI Call/ATX 23-25/ AT0000A37AN0 /
| 6/6/2024 9:15:00 AM | Chg.-0.280 | Bid9:28:41 AM | Ask9:28:41 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.200EUR | -5.11% | 5.110 Bid Size: 10,000 |
5.180 Ask Size: 10,000 |
ATX | 3,400.00 EUR | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 6.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.80 |
|---|---|
| Intrinsic value: | 2.59 |
| Implied volatility: | 0.27 |
| 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: | 16.07 |
Quote data
| Open: | 5.200 |
|---|---|
| High: | 5.200 |
| Low: | 5.200 |
| Previous Close: | 5.480 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -5.11% | ||
|---|---|---|---|
| 1 Month | +0.78% | ||
| 3 Months | +98.47% | ||
| YTD | +46.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.200 | 5.200 |
|---|---|---|
| 1M High / 1M Low: | 5.640 | 5.070 |
| 6M High / 6M Low: | 5.640 | 2.610 |
| High (YTD): | 5/20/2024 | 5.640 |
| Low (YTD): | 3/5/2024 | 2.610 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.200 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.350 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.713 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.33% | |
| Volatility 6M: | 74.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
