RBI Call 15 IMMZF 20.09.2024
/ AT0000A33JR1
RBI Call 15 IMMZF 20.09.2024/ AT0000A33JR1 /
| 2024-07-05 12:30:42 PM |
Chg.+0.05 |
Bid2024-07-05 |
Ask2024-07-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+4.46% |
1.17
Bid Size: 10,000 |
1.19
Ask Size: 10,000 |
Immofinanz Ag |
15.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.16 |
| Parity: |
1.15 |
| Time value: |
0.03 |
| Break-even: |
26.80 |
| Moneyness: |
1.77 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.15 |
| Rho: |
0.03 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.17 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.17% |
| 1 Month |
|
|
+25.81% |
| 3 Months |
|
|
+46.25% |
| YTD |
|
|
+77.27% |
| 1 Year |
|
|
+165.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
0.92 |
| 1M High / 1M Low: |
1.15 |
0.86 |
| 6M High / 6M Low: |
1.15 |
0.62 |
| High (YTD): |
2024-07-03 |
1.15 |
| Low (YTD): |
2024-03-05 |
0.62 |
| 52W High: |
2024-07-03 |
1.15 |
| 52W Low: |
2023-08-31 |
0.40 |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
84.67% |
| Volatility 6M: |
|
46.85% |
| Volatility 1Y: |
|
46.90% |
| Volatility 3Y: |
|
- |
