RBI Call 130 DOCOF 20.09.2024
/ AT0000A33JJ8
RBI Call 130 DOCOF 20.09.2024/ AT0000A33JJ8 /
26/07/2024 09:15:45 |
Chg.-0.03 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
2.66EUR |
-1.12% |
- Bid Size: - |
- Ask Size: - |
Do & Co AG |
130.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.46 |
Intrinsic value: |
2.36 |
Implied volatility: |
0.39 |
Historic volatility: |
0.26 |
Parity: |
2.36 |
Time value: |
0.21 |
Break-even: |
155.70 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.78% |
Delta: |
0.89 |
Theta: |
-0.05 |
Omega: |
5.29 |
Rho: |
0.17 |
Quote data
Open: |
2.66 |
High: |
2.66 |
Low: |
2.66 |
Previous Close: |
2.69 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.32% |
1 Month |
|
|
-27.52% |
3 Months |
|
|
+43.01% |
YTD |
|
|
+87.32% |
1 Year |
|
|
+121.67% |
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): |
16/07/2024 |
3.89 |
Low (YTD): |
24/01/2024 |
0.99 |
52W High: |
16/07/2024 |
3.89 |
52W Low: |
09/10/2023 |
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: |
|
- |