RBI Call 3000 ATX 20.09.2024
/ AT0000A33D33
RBI Call 3000 ATX 20.09.2024/ AT0000A33D33 /
| 2024-07-25 9:15:27 AM |
Chg.-0.38 |
Bid11:47:57 AM |
Ask11:47:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.56EUR |
-5.48% |
6.47
Bid Size: 10,000 |
6.54
Ask Size: 10,000 |
ATX |
3,000.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08X7 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,000.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.96 |
| Intrinsic value: |
6.79 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.11 |
| Parity: |
6.79 |
| Time value: |
0.20 |
| Break-even: |
3,699.00 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
1.01% |
| Delta: |
0.98 |
| Theta: |
-0.47 |
| Omega: |
5.15 |
| Rho: |
4.53 |
Quote data
| Open: |
6.56 |
| High: |
6.56 |
| Low: |
6.56 |
| Previous Close: |
6.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.74% |
| 1 Month |
|
|
+2.98% |
| 3 Months |
|
|
+17.35% |
| YTD |
|
|
+30.16% |
| 1 Year |
|
|
+23.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.11 |
6.86 |
| 1M High / 1M Low: |
7.35 |
6.19 |
| 6M High / 6M Low: |
7.38 |
3.83 |
| High (YTD): |
2024-05-21 |
7.38 |
| Low (YTD): |
2024-03-05 |
3.83 |
| 52W High: |
2024-05-21 |
7.38 |
| 52W Low: |
2023-10-27 |
2.66 |
| Avg. price 1W: |
|
6.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.94 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
48.88% |
| Volatility 6M: |
|
57.33% |
| Volatility 1Y: |
|
64.96% |
| Volatility 3Y: |
|
- |
