RBI Call 59.545 OEWA 20.09.2024
/ AT0000A36DY3
RBI Call 59.545 OEWA 20.09.2024/ AT0000A36DY3 /
2024-09-05 9:15:56 AM |
Chg.-0.15 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.53EUR |
-8.93% |
- Bid Size: - |
- Ask Size: - |
VERBUND AG INH... |
59.545 EUR |
2024-09-20 |
Call |
Master data
WKN: |
RC1AXY |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
59.55 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-07-20 |
Last trading day: |
2024-09-19 |
Ratio: |
9.92:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.56 |
Intrinsic value: |
1.55 |
Implied volatility: |
0.80 |
Historic volatility: |
0.27 |
Parity: |
1.55 |
Time value: |
0.05 |
Break-even: |
75.42 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.03 |
Spread %: |
1.91% |
Delta: |
0.93 |
Theta: |
-0.06 |
Omega: |
4.41 |
Rho: |
0.02 |
Quote data
Open: |
1.53 |
High: |
1.53 |
Low: |
1.53 |
Previous Close: |
1.68 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.47% |
1 Month |
|
|
+5.52% |
3 Months |
|
|
-16.39% |
YTD |
|
|
-40.23% |
1 Year |
|
|
-17.30% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.68 |
1M High / 1M Low: |
1.87 |
1.32 |
6M High / 6M Low: |
1.97 |
0.77 |
High (YTD): |
2024-01-10 |
2.78 |
Low (YTD): |
2024-02-15 |
0.74 |
52W High: |
2023-12-05 |
3.07 |
52W Low: |
2024-02-15 |
0.74 |
Avg. price 1W: |
|
1.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.47 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.81 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
87.18% |
Volatility 6M: |
|
112.28% |
Volatility 1Y: |
|
103.52% |
Volatility 3Y: |
|
- |