RBI Call/ATX 23-25/ AT0000A37AQ3 /
| 20/09/2024 12:11:50 | Chg.-0.220 | Bid17:29:53 | Ask17:29:53 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.910EUR | -7.03% | - Bid Size: - |
- Ask Size: - |
ATX | 3,600.00 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A72 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,600.00 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 12.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.62 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.12 |
| Parity: | 0.15 |
| Time value: | 2.79 |
| Break-even: | 3,894.00 |
| Moneyness: | 1.00 |
| Premium: | 0.08 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.07 |
| Spread %: | 2.44% |
| Delta: | 0.58 |
| Theta: | -0.86 |
| Omega: | 7.16 |
| Rho: | 8.98 |
Quote data
| Open: | 3.010 |
|---|---|
| High: | 3.010 |
| Low: | 2.910 |
| Previous Close: | 3.130 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +4.30% | ||
|---|---|---|---|
| 1 Month | -13.39% | ||
| 3 Months | -13.65% | ||
| YTD | +12.36% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.130 | 2.760 |
|---|---|---|
| 1M High / 1M Low: | 3.750 | 2.760 |
| 6M High / 6M Low: | 4.340 | 2.450 |
| High (YTD): | 20/05/2024 | 4.340 |
| Low (YTD): | 11/03/2024 | 1.770 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.870 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.205 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.354 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.36% | |
| Volatility 6M: | 87.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
