RBI Call 11 IMMZF 20.09.2024
/ AT0000A33JP5
RBI Call 11 IMMZF 20.09.2024/ AT0000A33JP5 /
| 30/08/2024 09:15:36 |
Chg.0.00 |
Bid13:31:30 |
Ask13:31:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
0.00% |
2.01
Bid Size: 10,000 |
2.03
Ask Size: 10,000 |
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: |
1.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.01 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
2.62 |
| Historic volatility: |
0.17 |
| Parity: |
2.01 |
| Time value: |
0.03 |
| Break-even: |
31.30 |
| Moneyness: |
2.82 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
1.49 |
| Rho: |
0.01 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.51% |
| 1 Month |
|
|
+22.84% |
| 3 Months |
|
|
+57.94% |
| YTD |
|
|
+93.20% |
| 1 Year |
|
|
+165.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.96 |
| 1M High / 1M Low: |
1.99 |
1.62 |
| 6M High / 6M Low: |
1.99 |
1.00 |
| High (YTD): |
29/08/2024 |
1.99 |
| Low (YTD): |
05/03/2024 |
1.00 |
| 52W High: |
29/08/2024 |
1.99 |
| 52W Low: |
08/09/2023 |
0.73 |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
281.25 |
| Avg. price 1Y: |
|
1.14 |
| Avg. volume 1Y: |
|
141.18 |
| Volatility 1M: |
|
26.28% |
| Volatility 6M: |
|
35.25% |
| Volatility 1Y: |
|
33.32% |
| Volatility 3Y: |
|
- |
