RBI Call/ATX 23-24/ AT0000A33D74 /
| 7/4/2024 4:02:00 PM | Chg.+0.380 | Bid5:29:45 PM | Ask5:29:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.760EUR | +11.24% | - 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: | 9.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.40 |
|---|---|
| Intrinsic value: | 3.12 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.11 |
| Parity: | 3.12 |
| Time value: | 0.75 |
| Break-even: | 3,787.00 |
| Moneyness: | 1.09 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.07 |
| Spread %: | 1.84% |
| Delta: | 0.81 |
| Theta: | -1.03 |
| Omega: | 7.75 |
| Rho: | 5.51 |
Quote data
| Open: | 3.760 |
|---|---|
| High: | 3.760 |
| Low: | 3.760 |
| Previous Close: | 3.380 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +34.29% | ||
|---|---|---|---|
| 1 Month | +8.99% | ||
| 3 Months | +48.03% | ||
| YTD | +56.02% | ||
| 1 Year | +76.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.760 | 3.380 |
|---|---|---|
| 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: | 3.570 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.163 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.534 | |
| Avg. volume 6M: | 71.429 | |
| Avg. price 1Y: | 2.156 | |
| Avg. volume 1Y: | 23.810 | |
| Volatility 1M: | 111.76% | |
| Volatility 6M: | 105.55% | |
| Volatility 1Y: | 107.44% | |
| Volatility 3Y: | - |
