RBI Call 20 ATS 20.09.2024
/ AT0000A3B4J3
RBI Call 20 ATS 20.09.2024/ AT0000A3B4J3 /
| 2024-07-25 9:16:35 AM |
Chg.-0.015 |
Bid11:40:26 AM |
Ask11:40:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
-11.81% |
0.096
Bid Size: 10,000 |
0.116
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
20.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC1DAK |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.42 |
| Parity: |
-0.07 |
| Time value: |
0.14 |
| Break-even: |
21.40 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
6.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.112 |
| Previous Close: |
0.127 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.53% |
| 1 Month |
|
|
-58.82% |
| 3 Months |
|
|
-45.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.166 |
0.127 |
| 1M High / 1M Low: |
0.287 |
0.127 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.147 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.208 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
