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: | - |
