RBI Call/Immofinanz 23-24
/ AT0000A33JQ3
RBI Call/Immofinanz 23-24/ AT0000A33JQ3 /
| 21/06/2024 15:32:48 |
Chg.-0.070 |
Bid17:29:56 |
Ask17:29:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
Immofinanz Ag |
13.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC083Q |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz Ag |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.13 |
| Parity: |
1.09 |
| Time value: |
0.03 |
| Break-even: |
24.20 |
| Moneyness: |
1.84 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.05 |
| Rho: |
0.03 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
1.050 |
| Previous Close: |
1.120 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-0.94% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+24.85% |
| 1 Year |
|
|
+117.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.050 |
| 1M High / 1M Low: |
1.120 |
1.050 |
| 6M High / 6M Low: |
1.120 |
0.772 |
| High (YTD): |
20/06/2024 |
1.120 |
| Low (YTD): |
29/02/2024 |
0.811 |
| 52W High: |
20/06/2024 |
1.120 |
| 52W Low: |
23/06/2023 |
0.472 |
| Avg. price 1W: |
|
1.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.965 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.783 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
28.82% |
| Volatility 6M: |
|
30.45% |
| Volatility 1Y: |
|
39.12% |
| Volatility 3Y: |
|
- |
