RBI Call 110 DOCOF 20.09.2024
/ AT0000A33JG4
RBI Call 110 DOCOF 20.09.2024/ AT0000A33JG4 /
| 7/29/2024 9:42:11 AM |
Chg.-0.21 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
-4.61% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
110.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC083G |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Do & Co AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.42 |
| Intrinsic value: |
4.36 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.26 |
| Parity: |
4.36 |
| Time value: |
0.15 |
| Break-even: |
155.10 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
3.21 |
| Rho: |
0.15 |
Quote data
| Open: |
4.35 |
| High: |
4.35 |
| Low: |
4.35 |
| Previous Close: |
4.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.94% |
| 1 Month |
|
|
-23.01% |
| 3 Months |
|
|
+24.29% |
| YTD |
|
|
+59.93% |
| 1 Year |
|
|
+95.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.03 |
4.56 |
| 1M High / 1M Low: |
5.87 |
4.56 |
| 6M High / 6M Low: |
5.87 |
2.23 |
| High (YTD): |
7/16/2024 |
5.87 |
| Low (YTD): |
1/24/2024 |
2.15 |
| 52W High: |
7/16/2024 |
5.87 |
| 52W Low: |
10/9/2023 |
0.80 |
| Avg. price 1W: |
|
4.81 |
| Avg. volume 1W: |
|
1,302.40 |
| Avg. price 1M: |
|
5.38 |
| Avg. volume 1M: |
|
325.60 |
| Avg. price 6M: |
|
3.88 |
| Avg. volume 6M: |
|
51.28 |
| Avg. price 1Y: |
|
2.85 |
| Avg. volume 1Y: |
|
25.74 |
| Volatility 1M: |
|
63.65% |
| Volatility 6M: |
|
118.02% |
| Volatility 1Y: |
|
110.96% |
| Volatility 3Y: |
|
- |
