RBI Call 13 IMMZF 20.09.2024
/ AT0000A33JQ3
RBI Call 13 IMMZF 20.09.2024/ AT0000A33JQ3 /
| 7/25/2024 9:15:31 AM |
Chg.+0.03 |
Bid1:16:24 PM |
Ask1:16:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+2.16% |
1.43
Bid Size: 10,000 |
1.45
Ask Size: 10,000 |
Immofinanz Ag |
13.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC083Q |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz Ag |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.16 |
| Parity: |
1.43 |
| Time value: |
0.02 |
| Break-even: |
27.50 |
| Moneyness: |
2.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.40% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
1.84 |
| Rho: |
0.02 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.97% |
| 1 Month |
|
|
+33.96% |
| 3 Months |
|
|
+39.22% |
| YTD |
|
|
+69.05% |
| 1 Year |
|
|
+125.40% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.33 |
| 1M High / 1M Low: |
1.41 |
1.04 |
| 6M High / 6M Low: |
1.41 |
0.81 |
| High (YTD): |
7/8/2024 |
1.41 |
| Low (YTD): |
3/5/2024 |
0.81 |
| 52W High: |
7/8/2024 |
1.41 |
| 52W Low: |
9/8/2023 |
0.56 |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.85 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.71% |
| Volatility 6M: |
|
40.85% |
| Volatility 1Y: |
|
39.34% |
| Volatility 3Y: |
|
- |
