RBI Call 3900 ATX 20.09.2024/  AT0000A33DD4  /

EUWAX
7/29/2024  9:42:11 AM Chg.+0.021 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.414EUR +5.34% -
Bid Size: -
-
Ask Size: -
ATX 3,900.00 - 9/20/2024 Call
 

Master data

WKN: RC08YH
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,900.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 74.03
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.11
Parity: -2.28
Time value: 0.50
Break-even: 3,949.60
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.65
Spread abs.: 0.07
Spread %: 16.43%
Delta: 0.27
Theta: -1.07
Omega: 20.11
Rho: 1.38
 

Quote data

Open: 0.414
High: 0.414
Low: 0.414
Previous Close: 0.393
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -6.12%
3 Months
  -11.16%
YTD
  -27.87%
1 Year
  -56.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.453 0.293
1M High / 1M Low: 0.716 0.293
6M High / 6M Low: 0.940 0.156
High (YTD): 5/21/2024 0.940
Low (YTD): 3/5/2024 0.156
52W High: 7/31/2023 1.060
52W Low: 3/5/2024 0.156
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.463
Avg. volume 6M:   0.000
Avg. price 1Y:   0.471
Avg. volume 1Y:   0.000
Volatility 1M:   263.51%
Volatility 6M:   221.64%
Volatility 1Y:   201.53%
Volatility 3Y:   -