RBI Call/ATX 23-24/ AT0000A33D74 /
| 27/06/2024 09:32:42 | Chg.-0.180 | Bid17:29:45 | Ask17:29:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.800EUR | -6.04% | - 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: | 12.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.47 |
|---|---|
| Intrinsic value: | 2.09 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.11 |
| Parity: | 2.09 |
| Time value: | 0.91 |
| Break-even: | 3,700.00 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.07 |
| Spread %: | 2.39% |
| Delta: | 0.75 |
| Theta: | -1.00 |
| Omega: | 9.03 |
| Rho: | 5.48 |
Quote data
| Open: | 2.800 |
|---|---|
| High: | 2.800 |
| Low: | 2.800 |
| Previous Close: | 2.980 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -1.41% | ||
|---|---|---|---|
| 1 Month | -16.17% | ||
| 3 Months | +18.64% | ||
| YTD | +16.18% | ||
| 1 Year | +32.70% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.000 | 2.800 |
|---|---|---|
| 1M High / 1M Low: | 3.740 | 2.800 |
| 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: | 2.927 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.157 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.485 | |
| Avg. volume 6M: | 68.966 | |
| Avg. price 1Y: | 2.144 | |
| Avg. volume 1Y: | 23.529 | |
| Volatility 1M: | 85.86% | |
| Volatility 6M: | 103.08% | |
| Volatility 1Y: | 106.71% | |
| Volatility 3Y: | - |
