RBI Call 17 IMMZF 20.09.2024/  AT0000A33JS9  /

EUWAX
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:   -