RBI Call/ATX 23-25/ AT0000A37AP5 /
| 02/10/2024 09:15:01 | Chg.0.000 | Bid14:12:58 | Ask14:12:58 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.480EUR | 0.00% | 3.480 Bid Size: 10,000 |
3.550 Ask Size: 10,000 |
ATX | 3,500.00 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A71 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,500.00 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 10.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.20 |
|---|---|
| Intrinsic value: | 1.16 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.12 |
| Parity: | 1.16 |
| Time value: | 2.40 |
| Break-even: | 3,856.00 |
| Moneyness: | 1.03 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.07 |
| Spread %: | 2.01% |
| Delta: | 0.64 |
| Theta: | -0.92 |
| Omega: | 6.48 |
| Rho: | 9.08 |
Quote data
| Open: | 3.480 |
|---|---|
| High: | 3.480 |
| Low: | 3.480 |
| Previous Close: | 3.480 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +8.41% | ||
|---|---|---|---|
| 1 Month | -19.82% | ||
| 3 Months | -12.56% | ||
| YTD | +12.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.590 | 3.210 |
|---|---|---|
| 1M High / 1M Low: | 4.340 | 3.210 |
| 6M High / 6M Low: | 5.000 | 3.010 |
| High (YTD): | 20/05/2024 | 5.000 |
| Low (YTD): | 05/03/2024 | 2.190 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.456 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.569 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.940 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 75.96% | |
| Volatility 6M: | 81.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
