RBI Call 11 IMMZF 20.09.2024
/ AT0000A33JP5
RBI Call 11 IMMZF 20.09.2024/ AT0000A33JP5 /
26/06/2024 15:33:12 |
Chg.-0.03 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
1.22EUR |
-2.40% |
- Bid Size: - |
- Ask Size: - |
Immofinanz Ag |
11.00 - |
20/09/2024 |
Call |
Master data
WKN: |
RC083P |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz Ag |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 - |
Maturity: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
1.23 |
Implied volatility: |
1.11 |
Historic volatility: |
0.13 |
Parity: |
1.23 |
Time value: |
0.04 |
Break-even: |
23.70 |
Moneyness: |
2.12 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
1.60% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
1.75 |
Rho: |
0.02 |
Quote data
Open: |
1.22 |
High: |
1.22 |
Low: |
1.22 |
Previous Close: |
1.25 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.87% |
1 Month |
|
|
-4.69% |
3 Months |
|
|
-1.61% |
YTD |
|
|
+18.45% |
1 Year |
|
|
+100.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
1.23 |
1M High / 1M Low: |
1.33 |
1.23 |
6M High / 6M Low: |
1.33 |
1.00 |
High (YTD): |
18/06/2024 |
1.33 |
Low (YTD): |
05/03/2024 |
1.00 |
52W High: |
18/06/2024 |
1.33 |
52W Low: |
26/06/2023 |
0.61 |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
7,200 |
Avg. price 1M: |
|
1.29 |
Avg. volume 1M: |
|
1,636.36 |
Avg. price 6M: |
|
1.16 |
Avg. volume 6M: |
|
285.71 |
Avg. price 1Y: |
|
0.97 |
Avg. volume 1Y: |
|
141.18 |
Volatility 1M: |
|
23.26% |
Volatility 6M: |
|
25.35% |
Volatility 1Y: |
|
29.06% |
Volatility 3Y: |
|
- |