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RBI Call 130 DOCOF 20.09.2024/  AT0000A33JJ8  /

EUWAX
2024-07-29  9:42:11 AM Chg.-0.26 Bid12:09:03 PM Ask12:09:03 PM Underlying Strike price Expiration date Option type
2.40EUR -9.77% 2.28
Bid Size: 10,000		 2.30
Ask Size: 10,000		 Do & Co AG 130.00 - 2024-09-20 Call
 

Master data

WKN: RC083J
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.98
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 2.36
Implied volatility: 0.40
Historic volatility: 0.26
Parity: 2.36
Time value: 0.21
Break-even: 155.70
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 0.78%
Delta: 0.88
Theta: -0.05
Omega: 5.29
Rho: 0.16
 

Quote data

Open: 2.40
High: 2.40
Low: 2.40
Previous Close: 2.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.38%
1 Month
  -34.60%
3 Months  
+29.03%
YTD  
+69.01%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.06 2.66
1M High / 1M Low: 3.89 2.66
6M High / 6M Low: 3.89 1.04
High (YTD): 2024-07-16 3.89
Low (YTD): 2024-01-24 0.99
52W High: 2024-07-16 3.89
52W Low: 2023-10-09 0.30
Avg. price 1W:   2.86
Avg. volume 1W:   0.00
Avg. price 1M:   3.41
Avg. volume 1M:   0.00
Avg. price 6M:   2.21
Avg. volume 6M:   57.23
Avg. price 1Y:   1.55
Avg. volume 1Y:   54.42
Volatility 1M:   97.75%
Volatility 6M:   176.26%
Volatility 1Y:   159.15%
Volatility 3Y:   -