RBI Call 3600 ATX 20.09.2024
/ AT0000A33D90
RBI Call 3600 ATX 20.09.2024/ AT0000A33D90 /
| 7/5/2024 12:30:41 PM |
Chg.+0.19 |
Bid2:11:47 PM |
Ask2:11:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.35EUR |
+8.80% |
2.30
Bid Size: 10,000 |
2.37
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: |
15.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.11 |
| Parity: |
1.12 |
| Time value: |
1.25 |
| Break-even: |
3,837.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
3.04% |
| Delta: |
0.66 |
| Theta: |
-1.18 |
| Omega: |
10.31 |
| Rho: |
4.65 |
Quote data
| Open: |
2.36 |
| High: |
2.39 |
| Low: |
2.35 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.88% |
| 1 Month |
|
|
+20.51% |
| 3 Months |
|
|
+64.34% |
| YTD |
|
|
+59.86% |
| 1 Year |
|
|
+62.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
1.68 |
| 1M High / 1M Low: |
2.24 |
1.41 |
| 6M High / 6M Low: |
2.49 |
0.69 |
| High (YTD): |
5/21/2024 |
2.49 |
| Low (YTD): |
3/5/2024 |
0.69 |
| 52W High: |
5/21/2024 |
2.49 |
| 52W Low: |
10/27/2023 |
0.49 |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.33 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
156.85% |
| Volatility 6M: |
|
133.15% |
| Volatility 1Y: |
|
132.19% |
| Volatility 3Y: |
|
- |
