RBI Call/ATX 23-25/ AT0000A37AH2 /
| 2024-11-13 12:05:24 PM | Chg.-0.440 | Bid5:02:21 PM | Ask5:02:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.580EUR | -6.27% | 6.280 Bid Size: 10,000 |
6.350 Ask Size: 10,000 |
ATX | 2,900.00 EUR | 2025-03-21 | 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: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 5.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.33 |
|---|---|
| Intrinsic value: | 6.02 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.12 |
| Parity: | 6.02 |
| Time value: | 0.72 |
| Break-even: | 3,574.00 |
| Moneyness: | 1.21 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.07 |
| Spread %: | 1.05% |
| Delta: | 0.88 |
| Theta: | -0.70 |
| Omega: | 4.58 |
| Rho: | 8.45 |
Quote data
| Open: | 6.630 |
|---|---|
| High: | 6.630 |
| Low: | 6.580 |
| Previous Close: | 7.020 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -12.03% | ||
|---|---|---|---|
| 1 Month | -16.81% | ||
| 3 Months | -18.26% | ||
| YTD | -2.66% | ||
| 1 Year | +22.30% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.480 | 7.020 |
|---|---|---|
| 1M High / 1M Low: | 7.950 | 7.020 |
| 6M High / 6M Low: | 9.480 | 6.530 |
| High (YTD): | 2024-05-20 | 9.480 |
| Low (YTD): | 2024-03-05 | 5.680 |
| 52W High: | 2024-05-20 | 9.480 |
| 52W Low: | 2023-11-13 | 5.380 |
| Avg. price 1W: | 7.216 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.445 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.229 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.583 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 49.32% | |
| Volatility 6M: | 55.29% | |
| Volatility 1Y: | 52.06% | |
| Volatility 3Y: | - |
