RBI Call 2800 ATX 20.09.2024
/ AT0000A33DF9
RBI Call 2800 ATX 20.09.2024/ AT0000A33DF9 /
| 7/22/2024 9:16:04 AM |
Chg.+0.14 |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.94EUR |
+1.59% |
-
Bid Size: - |
-
Ask Size: - |
ATX |
2,800.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
RC08YK |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.89 |
| Intrinsic value: |
8.72 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.11 |
| Parity: |
8.72 |
| Time value: |
0.19 |
| Break-even: |
3,691.00 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
0.79% |
| Delta: |
0.99 |
| Theta: |
-0.42 |
| Omega: |
4.06 |
| Rho: |
4.49 |
Quote data
| Open: |
8.94 |
| High: |
8.94 |
| Low: |
8.94 |
| Previous Close: |
8.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.65% |
| 1 Month |
|
|
+5.30% |
| 3 Months |
|
|
+23.48% |
| YTD |
|
|
+35.05% |
| 1 Year |
|
|
+41.68% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.09 |
8.79 |
| 1M High / 1M Low: |
9.27 |
8.09 |
| 6M High / 6M Low: |
9.27 |
5.39 |
| High (YTD): |
7/5/2024 |
9.27 |
| Low (YTD): |
3/5/2024 |
5.39 |
| 52W High: |
7/5/2024 |
9.27 |
| 52W Low: |
10/27/2023 |
3.88 |
| Avg. price 1W: |
|
8.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
40.35% |
| Volatility 6M: |
|
46.41% |
| Volatility 1Y: |
|
52.50% |
| Volatility 3Y: |
|
- |
