RBI Call 3700 ATX 20.09.2024
/ AT0000A33DA0
RBI Call 3700 ATX 20.09.2024/ AT0000A33DA0 /
| 2024-07-22 9:16:04 AM |
Chg.+0.05 |
Bid4:12:20 PM |
Ask4:12:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+4.17% |
1.33
Bid Size: 10,000 |
1.40
Ask Size: 10,000 |
ATX |
3,700.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08YE |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,700.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.11 |
| Parity: |
-0.28 |
| Time value: |
1.29 |
| Break-even: |
3,829.00 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
5.74% |
| Delta: |
0.51 |
| Theta: |
-1.27 |
| Omega: |
14.54 |
| Rho: |
2.87 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.20 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.19% |
| 1 Month |
|
|
+3.31% |
| 3 Months |
|
|
+15.74% |
| YTD |
|
|
+13.64% |
| 1 Year |
|
|
-13.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.20 |
| 1M High / 1M Low: |
1.64 |
0.97 |
| 6M High / 6M Low: |
1.88 |
0.45 |
| High (YTD): |
2024-05-21 |
1.88 |
| Low (YTD): |
2024-03-05 |
0.45 |
| 52W High: |
2024-05-21 |
1.88 |
| 52W Low: |
2023-10-27 |
0.35 |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
162.96% |
| Volatility 6M: |
|
154.79% |
| Volatility 1Y: |
|
151.40% |
| Volatility 3Y: |
|
- |
