RBI Call/STRABAG 23-24/ AT0000A33LX5 /
| 2024-05-24 1:36:32 PM | Chg.-0.020 | Bid5:23:57 PM | Ask5:23:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.340EUR | -1.47% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 30.2282 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC085L |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | STRABAG SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.23 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-04-05 |
| Last trading day: | 2024-09-19 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 1.38 |
| Implied volatility: | - |
| Historic volatility: | 0.26 |
| Parity: | 1.38 |
| Time value: | 0.01 |
| Break-even: | 41.29 |
| Moneyness: | 1.36 |
| Premium: | 0.00 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.02 |
| Spread %: | 1.46% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.370 |
|---|---|
| High: | 1.370 |
| Low: | 1.340 |
| Previous Close: | 1.360 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -4.96% | ||
|---|---|---|---|
| 1 Month | +8.06% | ||
| 3 Months | +81.57% | ||
| YTD | +160.70% | ||
| 1 Year | +216.78% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.410 | 1.340 |
|---|---|---|
| 1M High / 1M Low: | 1.460 | 1.180 |
| 6M High / 6M Low: | 1.460 | 0.280 |
| High (YTD): | 2024-05-15 | 1.460 |
| Low (YTD): | 2024-03-15 | 0.469 |
| 52W High: | 2024-05-15 | 1.460 |
| 52W Low: | 2023-10-17 | 0.235 |
| Avg. price 1W: | 1.382 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.335 | |
| Avg. volume 1M: | 38.095 | |
| Avg. price 6M: | 0.762 | |
| Avg. volume 6M: | 24.194 | |
| Avg. price 1Y: | 0.573 | |
| Avg. volume 1Y: | 11.811 | |
| Volatility 1M: | 66.73% | |
| Volatility 6M: | 163.06% | |
| Volatility 1Y: | 133.17% | |
| Volatility 3Y: | - |
