RBI Call/ATX 23-25/ AT0000A37AM2 /
| 2024-07-22 3:07:01 PM | Chg.+0.150 | Bid5:29:40 PM | Ask5:29:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.870EUR | +2.62% | - Bid Size: - |
- Ask Size: - |
ATX | 3,300.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A7Z |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,300.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 6.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.60 |
|---|---|
| Intrinsic value: | 3.72 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.11 |
| Parity: | 3.72 |
| Time value: | 2.05 |
| Break-even: | 3,877.00 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.07 |
| Spread %: | 1.23% |
| Delta: | 0.76 |
| Theta: | -0.74 |
| Omega: | 4.84 |
| Rho: | 14.69 |
Quote data
| Open: | 5.780 |
|---|---|
| High: | 5.870 |
| Low: | 5.750 |
| Previous Close: | 5.720 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +4.82% | ||
|---|---|---|---|
| 1 Month | +12.45% | ||
| 3 Months | +33.11% | ||
| YTD | +46.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.720 | 5.650 |
|---|---|---|
| 1M High / 1M Low: | 6.180 | 5.210 |
| 6M High / 6M Low: | 6.270 | 3.030 |
| High (YTD): | 2024-05-20 | 6.270 |
| Low (YTD): | 2024-03-05 | 3.030 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.685 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.627 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.711 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.18% | |
| Volatility 6M: | 69.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
