RBI Call 18 ATS 20.09.2024
/ AT0000A3B4H7
RBI Call 18 ATS 20.09.2024/ AT0000A3B4H7 /
| 2024-07-25 9:16:35 AM |
Chg.-0.020 |
Bid11:16:40 AM |
Ask11:16:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
0.196
Bid Size: 10,000 |
0.216
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
18.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC1DAJ |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.42 |
| Parity: |
0.13 |
| Time value: |
0.12 |
| Break-even: |
20.51 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.02 |
| Spread %: |
8.66% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
5.15 |
| Rho: |
0.02 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.88% |
| 1 Month |
|
|
-47.24% |
| 3 Months |
|
|
-29.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.289 |
0.240 |
| 1M High / 1M Low: |
0.437 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
