RBI Call 15 IMMZF 20.09.2024
/ AT0000A33JR1
RBI Call 15 IMMZF 20.09.2024/ AT0000A33JR1 /
| 8/9/2024 9:15:35 AM |
Chg.+0.03 |
Bid11:00:29 AM |
Ask11:00:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+2.13% |
1.46
Bid Size: 10,000 |
1.48
Ask Size: 10,000 |
Immofinanz Ag |
15.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC083R |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz Ag |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.16 |
| Parity: |
1.44 |
| Time value: |
0.02 |
| Break-even: |
29.60 |
| Moneyness: |
1.96 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.39% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
1.96 |
| Rho: |
0.02 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+58.24% |
| YTD |
|
|
+118.18% |
| 1 Year |
|
|
+220.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.41 |
1.24 |
| 1M High / 1M Low: |
1.41 |
1.14 |
| 6M High / 6M Low: |
1.41 |
0.62 |
| High (YTD): |
8/8/2024 |
1.41 |
| Low (YTD): |
3/5/2024 |
0.62 |
| 52W High: |
8/8/2024 |
1.41 |
| 52W Low: |
8/31/2023 |
0.40 |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.71 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
36.59% |
| Volatility 6M: |
|
46.96% |
| Volatility 1Y: |
|
46.91% |
| Volatility 3Y: |
|
- |
