RBI Call 3300 ATX 20.09.2024
/ AT0000A33D66
RBI Call 3300 ATX 20.09.2024/ AT0000A33D66 /
| 23/08/2024 09:15:53 |
Chg.+0.05 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.79EUR |
+1.34% |
-
Bid Size: - |
-
Ask Size: - |
ATX |
3,300.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC08YA |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,300.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
3.90 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.12 |
| Parity: |
3.90 |
| Time value: |
0.17 |
| Break-even: |
3,707.00 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
1.75% |
| Delta: |
0.93 |
| Theta: |
-0.98 |
| Omega: |
8.47 |
| Rho: |
2.25 |
Quote data
| Open: |
3.79 |
| High: |
3.79 |
| Low: |
3.79 |
| Previous Close: |
3.74 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.16% |
| 1 Month |
|
|
+0.26% |
| 3 Months |
|
|
-15.02% |
| YTD |
|
|
+27.18% |
| 1 Year |
|
|
+65.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.85 |
3.52 |
| 1M High / 1M Low: |
4.44 |
1.81 |
| 6M High / 6M Low: |
4.73 |
1.81 |
| High (YTD): |
21/05/2024 |
4.73 |
| Low (YTD): |
05/08/2024 |
1.81 |
| 52W High: |
21/05/2024 |
4.73 |
| 52W Low: |
27/10/2023 |
1.25 |
| Avg. price 1W: |
|
3.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
236.31% |
| Volatility 6M: |
|
121.58% |
| Volatility 1Y: |
|
111.95% |
| Volatility 3Y: |
|
- |
