RBI Call 100 DOCOF 20.09.2024
/ AT0000A33JE9
RBI Call 100 DOCOF 20.09.2024/ AT0000A33JE9 /
| 26/07/2024 09:15:45 |
Chg.-0.04 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.60EUR |
-0.71% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
100.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC083E |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Do & Co AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.41 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.26 |
| Parity: |
5.36 |
| Time value: |
0.15 |
| Break-even: |
155.10 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.95 |
| Theta: |
-0.05 |
| Omega: |
2.66 |
| Rho: |
0.14 |
Quote data
| Open: |
5.60 |
| High: |
5.60 |
| Low: |
5.60 |
| Previous Close: |
5.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.82% |
| 1 Month |
|
|
-15.79% |
| 3 Months |
|
|
+28.44% |
| YTD |
|
|
+59.54% |
| 1 Year |
|
|
+93.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.02 |
5.60 |
| 1M High / 1M Low: |
6.86 |
5.60 |
| 6M High / 6M Low: |
6.86 |
3.00 |
| High (YTD): |
16/07/2024 |
6.86 |
| Low (YTD): |
24/01/2024 |
2.90 |
| 52W High: |
16/07/2024 |
6.86 |
| 52W Low: |
09/10/2023 |
1.20 |
| Avg. price 1W: |
|
5.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.62 |
| Avg. volume 1Y: |
|
34.35 |
| Volatility 1M: |
|
53.68% |
| Volatility 6M: |
|
96.10% |
| Volatility 1Y: |
|
92.69% |
| Volatility 3Y: |
|
- |
