RBI Call/S Immo 23-24/ AT0000A33K91 /
| 2024-06-06 9:15:00 AM | Chg.-0.017 | Bid4:47:34 PM | Ask4:47:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.963EUR | -1.73% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 12.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC0839 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.97 |
|---|---|
| Intrinsic value: | 0.96 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.25 |
| Parity: | 0.96 |
| Time value: | 0.02 |
| Break-even: | 21.83 |
| Moneyness: | 1.80 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 2.08% |
| Delta: | 0.97 |
| Theta: | 0.00 |
| Omega: | 2.13 |
| Rho: | 0.03 |
Quote data
| Open: | 0.963 |
|---|---|
| High: | 0.963 |
| Low: | 0.963 |
| Previous Close: | 0.980 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -5.59% | ||
|---|---|---|---|
| 1 Month | +83.08% | ||
| 3 Months | +142.57% | ||
| YTD | +494.44% | ||
| 1 Year | +362.98% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.980 | 0.963 |
|---|---|---|
| 1M High / 1M Low: | 1.020 | 0.572 |
| 6M High / 6M Low: | 1.020 | 0.159 |
| High (YTD): | 2024-05-29 | 1.020 |
| Low (YTD): | 2024-01-02 | 0.161 |
| 52W High: | 2024-05-29 | 1.020 |
| 52W Low: | 2023-09-19 | 0.123 |
| Avg. price 1W: | 0.972 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.740 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.412 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.272 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 153.23% | |
| Volatility 6M: | 88.42% | |
| Volatility 1Y: | 87.55% | |
| Volatility 3Y: | - |
