RBI Call/STRABAG 23-24/ AT0000A33LX5 /
21/06/2024 09:56:30 | Chg.-0.060 | Bid16:53:29 | Ask16:53:29 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.250EUR | -4.58% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 30.2282 EUR | 20/09/2024 | 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: | 20/09/2024 |
Issue date: | 05/04/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 7.96:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.87 |
Leverage: | Yes |
Calculated values
Fair value: | 1.23 |
---|---|
Intrinsic value: | 1.20 |
Implied volatility: | 0.48 |
Historic volatility: | 0.26 |
Parity: | 1.20 |
Time value: | 0.09 |
Break-even: | 40.49 |
Moneyness: | 1.31 |
Premium: | 0.02 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 1.57% |
Delta: | 0.90 |
Theta: | -0.01 |
Omega: | 3.50 |
Rho: | 0.06 |
Quote data
Open: | 1.270 |
---|---|
High: | 1.270 |
Low: | 1.250 |
Previous Close: | 1.310 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -10.71% | ||
---|---|---|---|
1 Month | -11.35% | ||
3 Months | +22.55% | ||
YTD | +143.19% | ||
1 Year | +163.16% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.560 | 1.250 |
---|---|---|
1M High / 1M Low: | 1.570 | 1.210 |
6M High / 6M Low: | 1.570 | 0.469 |
High (YTD): | 12/06/2024 | 1.570 |
Low (YTD): | 15/03/2024 | 0.469 |
52W High: | 12/06/2024 | 1.570 |
52W Low: | 17/10/2023 | 0.235 |
Avg. price 1W: | 1.370 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.401 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.930 | |
Avg. volume 6M: | 24 | |
Avg. price 1Y: | 0.648 | |
Avg. volume 1Y: | 11.811 | |
Volatility 1M: | 96.21% | |
Volatility 6M: | 147.76% | |
Volatility 1Y: | 133.19% | |
Volatility 3Y: | - |