RBI Call 3400 ATX 20.09.2024
/ AT0000A33D74
RBI Call 3400 ATX 20.09.2024/ AT0000A33D74 /
| 2024-07-22 9:16:04 AM |
Chg.+0.11 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.34EUR |
+3.41% |
-
Bid Size: - |
-
Ask Size: - |
ATX |
3,400.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08YB |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.94 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.11 |
| Parity: |
2.72 |
| Time value: |
0.62 |
| Break-even: |
3,734.00 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.07 |
| Spread %: |
2.14% |
| Delta: |
0.81 |
| Theta: |
-1.12 |
| Omega: |
8.87 |
| Rho: |
4.32 |
Quote data
| Open: |
3.34 |
| High: |
3.34 |
| Low: |
3.34 |
| Previous Close: |
3.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+6.71% |
| 3 Months |
|
|
+29.46% |
| YTD |
|
|
+38.59% |
| 1 Year |
|
|
+27.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.53 |
3.23 |
| 1M High / 1M Low: |
3.75 |
2.77 |
| 6M High / 6M Low: |
3.93 |
1.41 |
| High (YTD): |
2024-05-21 |
3.93 |
| Low (YTD): |
2024-03-05 |
1.41 |
| 52W High: |
2024-05-21 |
3.93 |
| 52W Low: |
2023-10-27 |
0.94 |
| Avg. price 1W: |
|
3.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.28 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.03% |
| Volatility 6M: |
|
98.97% |
| Volatility 1Y: |
|
105.06% |
| Volatility 3Y: |
|
- |
