RBI Call/S Immo 23-24/ AT0000A33KB3 /
21/05/2024 09:15:00 | Chg.-0.003 | Bid16:02:29 | Ask16:02:29 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.262EUR | -1.13% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 16.00 - | 20/09/2024 | 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: | 20/09/2024 |
Issue date: | 30/03/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.21 |
Leverage: | Yes |
Calculated values
Fair value: | 0.26 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.36 |
Historic volatility: | 0.23 |
Parity: | 0.22 |
Time value: | 0.07 |
Break-even: | 18.93 |
Moneyness: | 1.14 |
Premium: | 0.04 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.02 |
Spread %: | 7.33% |
Delta: | 0.78 |
Theta: | -0.01 |
Omega: | 4.86 |
Rho: | 0.04 |
Quote data
Open: | 0.262 |
---|---|
High: | 0.262 |
Low: | 0.262 |
Previous Close: | 0.265 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +11.02% | ||
---|---|---|---|
1 Month | +20.74% | ||
3 Months | +170.10% | ||
YTD | +773.33% | ||
1 Year | +211.90% | ||
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): | 16/05/2024 | 0.281 |
Low (YTD): | 02/01/2024 | 0.029 |
52W High: | 16/05/2024 | 0.281 |
52W Low: | 26/09/2023 | 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: | - |