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RBI Call 110 DOCOF 20.09.2024/  AT0000A33JG4  /

EUWAX
2024-07-29  9:42:11 AM Chg.-0.21 Bid11:32:28 AM Ask11:32:28 AM Underlying Strike price Expiration date Option type
4.35EUR -4.61% 4.25
Bid Size: 10,000		 4.27
Ask Size: 10,000		 Do & Co AG 110.00 - 2024-09-20 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: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
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): 2024-07-16 5.87
Low (YTD): 2024-01-24 2.15
52W High: 2024-07-16 5.87
52W Low: 2023-10-09 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:   -