RBI Call/ATX 23-25/ AT0000A37AQ3 /
| 5/30/2024 12:05:10 PM | Chg.-0.540 | Bid5:08:12 PM | Ask5:08:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.800EUR | -12.44% | - Bid Size: - |
- Ask Size: - |
ATX | 3,600.00 EUR | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 9.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.60 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.11 |
| Parity: | 0.88 |
| Time value: | 3.13 |
| Break-even: | 4,001.00 |
| Moneyness: | 1.02 |
| Premium: | 0.08 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.07 |
| Spread %: | 1.78% |
| Delta: | 0.64 |
| Theta: | -0.68 |
| Omega: | 5.92 |
| Rho: | 15.83 |
Quote data
| Open: | 3.800 |
|---|---|
| High: | 3.800 |
| Low: | 3.800 |
| Previous Close: | 4.340 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -12.44% | ||
|---|---|---|---|
| 1 Month | +23.38% | ||
| 3 Months | +64.50% | ||
| YTD | +46.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.800 | 3.800 |
|---|---|---|
| 1M High / 1M Low: | 4.340 | 3.250 |
| 6M High / 6M Low: | 4.340 | 1.770 |
| High (YTD): | 5/20/2024 | 4.340 |
| Low (YTD): | 3/11/2024 | 1.770 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.800 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.853 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.624 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.55% | |
| Volatility 6M: | 87.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
