RBI Call/ATX 23-24/ AT0000A33D74 /
23/08/2024 09:15:02 | Chg.+0.010 | Bid17:29:55 | Ask17:29:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.840EUR | +0.35% | - Bid Size: - |
- Ask Size: - |
ATX | 3,400.00 - | 20/09/2024 | 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: | 20/09/2024 |
Issue date: | 30/03/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 11.75 |
Leverage: | Yes |
Calculated values
Fair value: | 2.99 |
---|---|
Intrinsic value: | 2.90 |
Implied volatility: | 0.27 |
Historic volatility: | 0.12 |
Parity: | 2.90 |
Time value: | 0.24 |
Break-even: | 3,714.00 |
Moneyness: | 1.09 |
Premium: | 0.01 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.07 |
Spread %: | 2.28% |
Delta: | 0.89 |
Theta: | -1.24 |
Omega: | 10.41 |
Rho: | 2.19 |
Quote data
Open: | 2.840 |
---|---|
High: | 2.840 |
Low: | 2.840 |
Previous Close: | 2.830 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +4.80% | ||
---|---|---|---|
1 Month | -3.73% | ||
3 Months | -26.99% | ||
YTD | +17.84% | ||
1 Year | +57.78% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.950 | 2.650 |
---|---|---|
1M High / 1M Low: | 3.570 | 1.690 |
6M High / 6M Low: | 3.890 | 1.400 |
High (YTD): | 20/05/2024 | 3.890 |
Low (YTD): | 05/03/2024 | 1.400 |
52W High: | 20/05/2024 | 3.890 |
52W Low: | 23/10/2023 | 1.020 |
Avg. price 1W: | 2.798 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.668 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.771 | |
Avg. volume 6M: | 59.701 | |
Avg. price 1Y: | 2.231 | |
Avg. volume 1Y: | 25 | |
Volatility 1M: | 187.23% | |
Volatility 6M: | 113.72% | |
Volatility 1Y: | 117.37% | |
Volatility 3Y: | - |