RBI Call/Do&Co 23-24/ AT0000A33JE9 /
| 7/26/2024 12:04:20 PM | Chg.-0.280 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.550EUR | -4.80% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 100.00 - | 9/20/2024 | Call |
Master data
| WKN: | RC083E |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Do & Co AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.41 |
|---|---|
| Intrinsic value: | 5.36 |
| Implied volatility: | 0.73 |
| Historic volatility: | 0.26 |
| Parity: | 5.36 |
| Time value: | 0.15 |
| Break-even: | 155.10 |
| Moneyness: | 1.54 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.36% |
| Delta: | 0.95 |
| Theta: | -0.05 |
| Omega: | 2.66 |
| Rho: | 0.14 |
Quote data
| Open: | 5.600 |
|---|---|
| High: | 5.600 |
| Low: | 5.550 |
| Previous Close: | 5.830 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -10.34% | ||
|---|---|---|---|
| 1 Month | -15.78% | ||
| 3 Months | +23.88% | ||
| YTD | +53.74% | ||
| 1 Year | +102.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.000 | 5.550 |
|---|---|---|
| 1M High / 1M Low: | 6.880 | 5.550 |
| 6M High / 6M Low: | 6.880 | 2.950 |
| High (YTD): | 7/16/2024 | 6.880 |
| Low (YTD): | 1/24/2024 | 2.930 |
| 52W High: | 7/16/2024 | 6.880 |
| 52W Low: | 10/9/2023 | 1.210 |
| Avg. price 1W: | 5.834 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.364 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.830 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.641 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 49.01% | |
| Volatility 6M: | 88.25% | |
| Volatility 1Y: | 97.66% | |
| Volatility 3Y: | - |
