RBI Call 3600 ATX 20.09.2024
/ AT0000A33D90
RBI Call 3600 ATX 20.09.2024/ AT0000A33D90 /
8/30/2024 9:15:37 AM |
Chg.+0.04 |
Bid5:22:50 PM |
Ask5:22:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.48EUR |
+2.78% |
1.62 Bid Size: 10,000 |
1.69 Ask Size: 10,000 |
ATX |
3,600.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC08YD |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ATX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,600.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
24.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
1.06 |
Implied volatility: |
0.24 |
Historic volatility: |
0.12 |
Parity: |
1.06 |
Time value: |
0.46 |
Break-even: |
3,752.00 |
Moneyness: |
1.03 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.07 |
Spread %: |
4.83% |
Delta: |
0.72 |
Theta: |
-1.95 |
Omega: |
17.47 |
Rho: |
1.44 |
Quote data
Open: |
1.48 |
High: |
1.48 |
Low: |
1.48 |
Previous Close: |
1.44 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.98% |
1 Month |
|
|
-12.94% |
3 Months |
|
|
-21.69% |
YTD |
|
|
+0.68% |
1 Year |
|
|
+4.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.52 |
1.31 |
1M High / 1M Low: |
2.00 |
0.34 |
6M High / 6M Low: |
2.49 |
0.34 |
High (YTD): |
5/21/2024 |
2.49 |
Low (YTD): |
8/5/2024 |
0.34 |
52W High: |
5/21/2024 |
2.49 |
52W Low: |
8/5/2024 |
0.34 |
Avg. price 1W: |
|
1.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.56 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.33 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
424.91% |
Volatility 6M: |
|
209.28% |
Volatility 1Y: |
|
178.85% |
Volatility 3Y: |
|
- |