RBI Call 15 IMMZF 20.09.2024
/ AT0000A33JR1
RBI Call 15 IMMZF 20.09.2024/ AT0000A33JR1 /
16/08/2024 09:15:36 |
Chg.+0.02 |
Bid15:06:55 |
Ask15:06:55 |
Underlying |
Strike price |
Expiration date |
Option type |
1.47EUR |
+1.38% |
1.49 Bid Size: 10,000 |
1.51 Ask Size: 10,000 |
Immofinanz Ag |
15.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.48 |
Implied volatility: |
1.07 |
Historic volatility: |
0.17 |
Parity: |
1.48 |
Time value: |
0.01 |
Break-even: |
29.90 |
Moneyness: |
1.99 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.36% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
1.97 |
Rho: |
0.01 |
Quote data
Open: |
1.47 |
High: |
1.47 |
Low: |
1.47 |
Previous Close: |
1.45 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.08% |
1 Month |
|
|
+24.58% |
3 Months |
|
|
+59.78% |
YTD |
|
|
+122.73% |
1 Year |
|
|
+226.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.47 |
1.44 |
1M High / 1M Low: |
1.47 |
1.14 |
6M High / 6M Low: |
1.47 |
0.62 |
High (YTD): |
12/08/2024 |
1.47 |
Low (YTD): |
05/03/2024 |
0.62 |
52W High: |
12/08/2024 |
1.47 |
52W Low: |
31/08/2023 |
0.40 |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.94 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.73 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
35.29% |
Volatility 6M: |
|
46.78% |
Volatility 1Y: |
|
46.87% |
Volatility 3Y: |
|
- |