RBI Call/ATX 23-25/ AT0000A37AR1 /
2024-06-06 9:15:00 AM | Chg.-0.240 | Bid5:16:24 PM | Ask5:16:24 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.310EUR | -6.76% | - Bid Size: - |
- Ask Size: - |
ATX | 3,700.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A73 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,700.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-03-20 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 10.70 |
Leverage: | Yes |
Calculated values
Fair value: | 1.74 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.11 |
Parity: | -0.41 |
Time value: | 3.42 |
Break-even: | 4,042.00 |
Moneyness: | 0.99 |
Premium: | 0.10 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.07 |
Spread %: | 2.09% |
Delta: | 0.58 |
Theta: | -0.71 |
Omega: | 6.15 |
Rho: | 13.81 |
Quote data
Open: | 3.310 |
---|---|
High: | 3.310 |
Low: | 3.310 |
Previous Close: | 3.550 |
Turnover: | - |
Market phase: | PT |
All quotes in EUR
Performance
1 Week | -6.76% | ||
---|---|---|---|
1 Month | -0.90% | ||
3 Months | +136.43% | ||
YTD | +53.95% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.550 | 3.310 |
---|---|---|
1M High / 1M Low: | 3.720 | 3.210 |
6M High / 6M Low: | 3.720 | 1.400 |
High (YTD): | 2024-05-20 | 3.720 |
Low (YTD): | 2024-03-11 | 1.400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.430 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.446 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.244 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 83.67% | |
Volatility 6M: | 96.42% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |