RBI Call/ATX 23-24/ AT0000A33D74 /
| 7/10/2024 9:15:00 AM | Chg.-0.280 | Bid5:29:32 PM | Ask5:29:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.160EUR | -8.14% | - Bid Size: - |
- Ask Size: - |
ATX | 3,400.00 - | 9/20/2024 | Call |
Master data
| WKN: | RC08YB |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,400.00 - |
| Maturity: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 10.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.31 |
|---|---|
| Intrinsic value: | 3.06 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.11 |
| Parity: | 3.06 |
| Time value: | 0.34 |
| Break-even: | 3,740.00 |
| Moneyness: | 1.09 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.07 |
| Spread %: | 2.10% |
| Delta: | 0.91 |
| Theta: | -0.60 |
| Omega: | 9.96 |
| Rho: | 5.76 |
Quote data
| Open: | 3.160 |
|---|---|
| High: | 3.160 |
| Low: | 3.160 |
| Previous Close: | 3.440 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -15.96% | ||
|---|---|---|---|
| 1 Month | -7.33% | ||
| 3 Months | +20.15% | ||
| YTD | +31.12% | ||
| 1 Year | +30.04% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.440 | 3.160 |
|---|---|---|
| 1M High / 1M Low: | 3.760 | 2.800 |
| 6M High / 6M Low: | 3.890 | 1.400 |
| High (YTD): | 5/20/2024 | 3.890 |
| Low (YTD): | 3/5/2024 | 1.400 |
| 52W High: | 5/20/2024 | 3.890 |
| 52W Low: | 10/23/2023 | 1.020 |
| Avg. price 1W: | 3.300 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.134 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.576 | |
| Avg. volume 6M: | 74.074 | |
| Avg. price 1Y: | 2.171 | |
| Avg. volume 1Y: | 24.242 | |
| Volatility 1M: | 108.30% | |
| Volatility 6M: | 105.92% | |
| Volatility 1Y: | 107.81% | |
| Volatility 3Y: | - |
