RBI Call/ATX 23-25/ AT0000A37AN0 /
06/06/2024 09:15:00 | Chg.-0.280 | Bid17:16:24 | Ask17:16:24 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.200EUR | -5.11% | - Bid Size: - |
- Ask Size: - |
ATX | 3,400.00 EUR | 21/03/2025 | 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: | 21/03/2025 |
Issue date: | 02/10/2023 |
Last trading day: | 20/03/2025 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 6.88 |
Leverage: | Yes |
Calculated values
Fair value: | 3.81 |
---|---|
Intrinsic value: | 2.59 |
Implied volatility: | 0.26 |
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: | 16.19 |
Quote data
Open: | 5.200 |
---|---|
High: | 5.200 |
Low: | 5.200 |
Previous Close: | 5.480 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +2.56% | ||
---|---|---|---|
1 Month | +9.47% | ||
3 Months | +99.23% | ||
YTD | +46.48% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.480 | 5.200 |
---|---|---|
1M High / 1M Low: | 5.640 | 4.750 |
6M High / 6M Low: | 5.640 | 2.610 |
High (YTD): | 20/05/2024 | 5.640 |
Low (YTD): | 05/03/2024 | 2.610 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.340 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.262 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.713 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 67.64% | |
Volatility 6M: | 74.94% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |