RBI Call 11 IMMZF 20.09.2024
/ AT0000A33JP5
RBI Call 11 IMMZF 20.09.2024/ AT0000A33JP5 /
9/13/2024 9:15:33 AM |
Chg.-0.02 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.46EUR |
-1.35% |
- Bid Size: - |
- Ask Size: - |
Immofinanz Ag |
11.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
1.48 |
Implied volatility: |
3.81 |
Historic volatility: |
0.22 |
Parity: |
1.48 |
Time value: |
0.02 |
Break-even: |
26.00 |
Moneyness: |
2.35 |
Premium: |
0.01 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.02 |
Spread %: |
1.35% |
Delta: |
0.97 |
Theta: |
-0.07 |
Omega: |
1.67 |
Rho: |
0.00 |
Quote data
Open: |
1.46 |
High: |
1.46 |
Low: |
1.46 |
Previous Close: |
1.48 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.57% |
1 Month |
|
|
-21.08% |
3 Months |
|
|
+12.31% |
YTD |
|
|
+41.75% |
1 Year |
|
|
+87.18% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.48 |
1.37 |
1M High / 1M Low: |
2.12 |
1.37 |
6M High / 6M Low: |
2.12 |
1.08 |
High (YTD): |
9/3/2024 |
2.12 |
Low (YTD): |
3/5/2024 |
1.00 |
52W High: |
9/3/2024 |
2.12 |
52W Low: |
11/21/2023 |
0.75 |
Avg. price 1W: |
|
1.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.44 |
Avg. volume 6M: |
|
279.07 |
Avg. price 1Y: |
|
1.18 |
Avg. volume 1Y: |
|
141.18 |
Volatility 1M: |
|
90.72% |
Volatility 6M: |
|
50.99% |
Volatility 1Y: |
|
42.12% |
Volatility 3Y: |
|
- |