RBI Call/Immofinanz 23-24
/ AT0000A33JR1
RBI Call/Immofinanz 23-24/ AT0000A33JR1 /
2024-06-21 9:15:01 AM |
Chg.-0.027 |
Bid9:30:35 AM |
Ask9:30:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.906EUR |
-2.89% |
0.909 Bid Size: 10,000 |
0.919 Ask Size: 10,000 |
Immofinanz Ag |
15.00 - |
2024-09-20 |
Call |
Master data
WKN: |
RC083R |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz Ag |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.74 |
Historic volatility: |
0.13 |
Parity: |
0.90 |
Time value: |
0.05 |
Break-even: |
24.42 |
Moneyness: |
1.60 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.07% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
2.36 |
Rho: |
0.03 |
Quote data
Open: |
0.906 |
High: |
0.906 |
Low: |
0.906 |
Previous Close: |
0.933 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
-0.98% |
1 Month |
|
|
+1.68% |
3 Months |
|
|
+6.46% |
YTD |
|
|
+37.69% |
1 Year |
|
|
+144.86% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.934 |
0.915 |
1M High / 1M Low: |
0.934 |
0.869 |
6M High / 6M Low: |
0.934 |
0.582 |
High (YTD): |
2024-06-19 |
0.934 |
Low (YTD): |
2024-02-29 |
0.626 |
52W High: |
2024-06-19 |
0.934 |
52W Low: |
2023-06-23 |
0.355 |
Avg. price 1W: |
|
0.926 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.912 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.775 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.610 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
25.82% |
Volatility 6M: |
|
34.78% |
Volatility 1Y: |
|
47.39% |
Volatility 3Y: |
|
- |