RBI Call/ATX 23-25/  AT0000A37AH2  /

Wien OS
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:   -