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RBI Call 17 IMMZF 20.09.2024/  AT0000A33JS9  /

EUWAX
2024-07-26  9:15:45 AM Chg.+0.01 Bid4:08:58 PM Ask4:08:58 PM Underlying Strike price Expiration date Option type
1.05EUR +0.96% 1.05
Bid Size: 10,000		 1.07
Ask Size: 10,000		 Immofinanz Ag 17.00 - 2024-09-20 Call
 

Master data

WKN: RC083S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.03
Implied volatility: 1.01
Historic volatility: 0.16
Parity: 1.03
Time value: 0.06
Break-even: 27.80
Moneyness: 1.60
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.92
Theta: -0.02
Omega: 2.32
Rho: 0.02
 

Quote data

Open: 1.05
High: 1.05
Low: 1.05
Previous Close: 1.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month  
+50.00%
3 Months  
+75.00%
YTD  
+114.29%
1 Year  
+208.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.04 0.95
1M High / 1M Low: 1.04 0.70
6M High / 6M Low: 1.04 0.45
High (YTD): 2024-07-25 1.04
Low (YTD): 2024-03-05 0.45
52W High: 2024-07-25 1.04
52W Low: 2023-09-08 0.27
Avg. price 1W:   0.99
Avg. volume 1W:   0.00
Avg. price 1M:   0.95
Avg. volume 1M:   0.00
Avg. price 6M:   0.68
Avg. volume 6M:   0.00
Avg. price 1Y:   0.51
Avg. volume 1Y:   0.00
Volatility 1M:   96.13%
Volatility 6M:   54.77%
Volatility 1Y:   58.76%
Volatility 3Y:   -