RBI Call/ATX 23-25/ AT0000A37AP5 /
8/23/2024 9:15:02 AM | Chg.0.000 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.100EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
ATX | 3,500.00 EUR | 3/21/2025 | 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: | 3/21/2025 |
Issue date: | 10/2/2023 |
Last trading day: | 3/20/2025 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 8.44 |
Leverage: | Yes |
Calculated values
Fair value: | 2.98 |
---|---|
Intrinsic value: | 1.90 |
Implied volatility: | 0.27 |
Historic volatility: | 0.12 |
Parity: | 1.90 |
Time value: | 2.47 |
Break-even: | 3,937.00 |
Moneyness: | 1.05 |
Premium: | 0.07 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.07 |
Spread %: | 1.63% |
Delta: | 0.68 |
Theta: | -0.85 |
Omega: | 5.73 |
Rho: | 11.83 |
Quote data
Open: | 4.100 |
---|---|
High: | 4.100 |
Low: | 4.100 |
Previous Close: | 4.100 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +3.80% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -18.00% | ||
YTD | +33.12% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.200 | 3.910 |
---|---|---|
1M High / 1M Low: | 4.720 | 3.010 |
6M High / 6M Low: | 5.000 | 2.190 |
High (YTD): | 5/20/2024 | 5.000 |
Low (YTD): | 3/5/2024 | 2.190 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.064 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.902 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.869 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 120.12% | |
Volatility 6M: | 85.11% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |