Raiffeisen Bank International AG Kauf-OS 25.09.24 DOC 105
/ AT0000A33JF6
Raiffeisen Bank International AG .../ AT0000A33JF6 /
2024-07-26 12:00:00 AM |
Chg.-0.27 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.99EUR |
-5.13% |
- Bid Size: - |
- Ask Size: - |
Do & Co AG |
105.00 - |
2024-09-20 |
Call |
Master data
WKN: |
RC083F |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Do & Co AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.92 |
Intrinsic value: |
4.86 |
Implied volatility: |
0.66 |
Historic volatility: |
0.26 |
Parity: |
4.86 |
Time value: |
0.15 |
Break-even: |
155.10 |
Moneyness: |
1.46 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.40% |
Delta: |
0.95 |
Theta: |
-0.05 |
Omega: |
2.91 |
Rho: |
0.14 |
Quote data
Open: |
4.99 |
High: |
4.99 |
Low: |
4.99 |
Previous Close: |
5.26 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.22% |
1 Month |
|
|
-20.03% |
3 Months |
|
|
+21.71% |
YTD |
|
|
+49.85% |
1 Year |
|
|
+94.16% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.64 |
4.99 |
1M High / 1M Low: |
6.43 |
4.99 |
6M High / 6M Low: |
6.43 |
2.62 |
High (YTD): |
2024-07-16 |
6.43 |
Low (YTD): |
2024-01-24 |
2.57 |
52W High: |
2024-07-16 |
6.43 |
52W Low: |
2023-10-09 |
1.01 |
Avg. price 1W: |
|
5.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.27 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.17 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
51.81% |
Volatility 6M: |
|
93.78% |
Volatility 1Y: |
|
97.14% |
Volatility 3Y: |
|
- |