RBI Call/ATX 23-25/ AT0000A37AR1 /
2024-09-24 9:15:02 AM | Chg.0.000 | Bid5:26:21 PM | Ask5:26:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.240EUR | 0.00% | - 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: | 16.12 |
Leverage: | Yes |
Calculated values
Fair value: | 1.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.12 |
Parity: | -1.06 |
Time value: | 2.23 |
Break-even: | 3,923.00 |
Moneyness: | 0.97 |
Premium: | 0.09 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.07 |
Spread %: | 3.24% |
Delta: | 0.50 |
Theta: | -0.83 |
Omega: | 8.13 |
Rho: | 7.75 |
Quote data
Open: | 2.240 |
---|---|
High: | 2.240 |
Low: | 2.240 |
Previous Close: | 2.240 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +1.36% | ||
---|---|---|---|
1 Month | -21.40% | ||
3 Months | -20.00% | ||
YTD | +4.19% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.540 | 2.210 |
---|---|---|
1M High / 1M Low: | 3.120 | 2.210 |
6M High / 6M Low: | 3.720 | 1.950 |
High (YTD): | 2024-05-20 | 3.720 |
Low (YTD): | 2024-03-11 | 1.400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.312 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.573 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.775 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.27% | |
Volatility 6M: | 96.26% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |