RBI Call/ATX 23-25/ AT0000A37AH2 /
| 01/08/2024 09:15:02 | Chg.-0.110 | Bid12:39:57 | Ask12:39:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.260EUR | -1.17% | 9.120 Bid Size: 10,000 |
9.190 Ask Size: 10,000 |
ATX | 2,900.00 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A7V |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 2,900.00 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 3.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.67 |
|---|---|
| Intrinsic value: | 8.01 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.11 |
| Parity: | 8.01 |
| Time value: | 1.36 |
| Break-even: | 3,837.00 |
| Moneyness: | 1.28 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.07 |
| Spread %: | 0.75% |
| Delta: | 0.87 |
| Theta: | -0.67 |
| Omega: | 3.45 |
| Rho: | 14.58 |
Quote data
| Open: | 9.260 |
|---|---|
| High: | 9.260 |
| Low: | 9.260 |
| Previous Close: | 9.370 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +7.05% | ||
|---|---|---|---|
| 1 Month | +10.11% | ||
| 3 Months | +19.48% | ||
| YTD | +36.98% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.370 | 8.650 |
|---|---|---|
| 1M High / 1M Low: | 9.470 | 8.650 |
| 6M High / 6M Low: | 9.480 | 5.680 |
| High (YTD): | 20/05/2024 | 9.480 |
| Low (YTD): | 05/03/2024 | 5.680 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.046 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.079 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 7.951 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 31.25% | |
| Volatility 6M: | 47.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
