RBI Call/S Immo 23-24/ AT0000A33KB3 /
| 2024-05-22 9:15:00 AM | Chg.-0.018 | Bid3:26:03 PM | Ask3:26:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.244EUR | -6.87% | 0.266 Bid Size: 10,000 |
0.286 Ask Size: 10,000 |
S IMMO AG | 16.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC084B |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | 0.20 |
| Time value: | 0.07 |
| Break-even: | 18.72 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 7.94% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 5.12 |
| Rho: | 0.04 |
Quote data
| Open: | 0.244 |
|---|---|
| High: | 0.244 |
| Low: | 0.244 |
| Previous Close: | 0.262 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +3.39% | ||
|---|---|---|---|
| 1 Month | +12.44% | ||
| 3 Months | +151.55% | ||
| YTD | +713.33% | ||
| 1 Year | +190.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.281 | 0.236 |
|---|---|---|
| 1M High / 1M Low: | 0.281 | 0.198 |
| 6M High / 6M Low: | 0.281 | 0.029 |
| High (YTD): | 2024-05-16 | 0.281 |
| Low (YTD): | 2024-01-02 | 0.029 |
| 52W High: | 2024-05-16 | 0.281 |
| 52W Low: | 2023-09-26 | 0.023 |
| Avg. price 1W: | 0.263 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.238 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.107 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.074 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 99.72% | |
| Volatility 6M: | 138.64% | |
| Volatility 1Y: | 147.98% | |
| Volatility 3Y: | - |
