RBI Call 17 IMMZF 20.09.2024
/ AT0000A33JS9
RBI Call 17 IMMZF 20.09.2024/ AT0000A33JS9 /
| 7/25/2024 9:15:31 AM |
Chg.+0.03 |
Bid10:00:15 AM |
Ask10:00:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+2.97% |
1.04
Bid Size: 10,000 |
1.06
Ask Size: 10,000 |
Immofinanz Ag |
17.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.16 |
| Parity: |
1.03 |
| Time value: |
0.04 |
| Break-even: |
27.70 |
| Moneyness: |
1.61 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.90% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.39 |
| Rho: |
0.02 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.22% |
| 1 Month |
|
|
+46.48% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+112.24% |
| 1 Year |
|
|
+205.88% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.95 |
| 1M High / 1M Low: |
1.03 |
0.70 |
| 6M High / 6M Low: |
1.03 |
0.45 |
| High (YTD): |
7/8/2024 |
1.03 |
| Low (YTD): |
3/5/2024 |
0.45 |
| 52W High: |
7/8/2024 |
1.03 |
| 52W Low: |
9/8/2023 |
0.27 |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| 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: |
|
96.69% |
| Volatility 6M: |
|
54.67% |
| Volatility 1Y: |
|
58.71% |
| Volatility 3Y: |
|
- |
