RBI Call 11 IMMZF 20.09.2024
/ AT0000A33JP5
RBI Call 11 IMMZF 20.09.2024/ AT0000A33JP5 /
| 09/08/2024 09:15:35 |
Chg.+0.02 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
+1.10% |
-
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: |
1.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.16 |
| Parity: |
1.84 |
| Time value: |
0.02 |
| Break-even: |
29.60 |
| Moneyness: |
2.67 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
1.55 |
| Rho: |
0.01 |
Quote data
| Open: |
1.83 |
| High: |
1.83 |
| Low: |
1.83 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.91% |
| 1 Month |
|
|
+15.09% |
| 3 Months |
|
|
+41.86% |
| YTD |
|
|
+77.67% |
| 1 Year |
|
|
+140.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.63 |
| 1M High / 1M Low: |
1.81 |
1.52 |
| 6M High / 6M Low: |
1.81 |
1.00 |
| High (YTD): |
08/08/2024 |
1.81 |
| Low (YTD): |
05/03/2024 |
1.00 |
| 52W High: |
08/08/2024 |
1.81 |
| 52W Low: |
08/09/2023 |
0.73 |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
283.46 |
| Avg. price 1Y: |
|
1.07 |
| Avg. volume 1Y: |
|
141.18 |
| Volatility 1M: |
|
30.76% |
| Volatility 6M: |
|
35.78% |
| Volatility 1Y: |
|
33.57% |
| Volatility 3Y: |
|
- |
