RBI Call/S Immo 23-24/ AT0000A33KA5 /
| 2024-06-19 9:15:00 AM | Chg.-0.025 | Bid1:36:43 PM | Ask1:36:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.764EUR | -3.17% | 0.769 Bid Size: 10,000 |
0.789 Ask Size: 10,000 |
S IMMO AG | 14.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC084A |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.77 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | 0.77 |
| Time value: | 0.01 |
| Break-even: | 21.84 |
| Moneyness: | 1.55 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 2.62% |
| Delta: | 0.99 |
| Theta: | 0.00 |
| Omega: | 2.75 |
| Rho: | 0.03 |
Quote data
| Open: | 0.764 |
|---|---|
| High: | 0.764 |
| Low: | 0.764 |
| Previous Close: | 0.789 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -4.50% | ||
|---|---|---|---|
| 1 Month | +74.03% | ||
| 3 Months | +219.67% | ||
| YTD | +879.49% | ||
| 1 Year | +423.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.800 | 0.789 |
|---|---|---|
| 1M High / 1M Low: | 0.822 | 0.407 |
| 6M High / 6M Low: | 0.822 | 0.076 |
| High (YTD): | 2024-05-29 | 0.822 |
| Low (YTD): | 2024-01-02 | 0.077 |
| 52W High: | 2024-05-29 | 0.822 |
| 52W Low: | 2023-09-26 | 0.059 |
| Avg. price 1W: | 0.794 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.677 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.318 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.180 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 219.59% | |
| Volatility 6M: | 120.96% | |
| Volatility 1Y: | 116.87% | |
| Volatility 3Y: | - |
