RBI Call/Post 23-24/ AT0000A33LT3 /
06/06/2024 14:03:25 | Chg.-0.001 | Bid15:05:22 | Ask15:05:22 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.069EUR | -1.43% | 0.073 Bid Size: 10,000 |
0.093 Ask Size: 10,000 |
OESTERREICH. POST AG | 32.00 - | 20/09/2024 | Call |
Master data
WKN: | RC085G |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | OESTERREICH. POST AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 32.00 - |
Maturity: | 20/09/2024 |
Issue date: | 05/04/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 36.55 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.19 |
Historic volatility: | 0.15 |
Parity: | -0.13 |
Time value: | 0.08 |
Break-even: | 32.84 |
Moneyness: | 0.96 |
Premium: | 0.07 |
Premium p.a.: | 0.26 |
Spread abs.: | 0.02 |
Spread %: | 31.25% |
Delta: | 0.40 |
Theta: | -0.01 |
Omega: | 14.63 |
Rho: | 0.03 |
Quote data
Open: | 0.075 |
---|---|
High: | 0.082 |
Low: | 0.069 |
Previous Close: | 0.070 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -12.66% | ||
---|---|---|---|
1 Month | -20.69% | ||
3 Months | -5.48% | ||
YTD | -71.49% | ||
1 Year | -83.17% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.070 | 0.064 |
---|---|---|
1M High / 1M Low: | 0.192 | 0.064 |
6M High / 6M Low: | 0.268 | 0.064 |
High (YTD): | 02/01/2024 | 0.252 |
Low (YTD): | 31/05/2024 | 0.064 |
52W High: | 13/06/2023 | 0.435 |
52W Low: | 31/05/2024 | 0.064 |
Avg. price 1W: | 0.067 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.122 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.150 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.234 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 671.47% | |
Volatility 6M: | 276.50% | |
Volatility 1Y: | 203.56% | |
Volatility 3Y: | - |