RBI Call/Do&Co 23-24/  AT0000A33JF6  /

Wien OS
2024-07-26  12:04:20 PM Chg.-0.280 Bid5:29:55 PM Ask5:29:55 PM Underlying Strike price Expiration date Option type
5.050EUR -5.25% -
Bid Size: -
-
Ask Size: -
Do & Co AG 105.00 - 2024-09-20 Call
 

Master data

WKN: RC083F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.07
Leverage: Yes

Calculated values

Fair value: 4.92
Intrinsic value: 4.86
Implied volatility: 0.66
Historic volatility: 0.26
Parity: 4.86
Time value: 0.15
Break-even: 155.10
Moneyness: 1.46
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.40%
Delta: 0.95
Theta: -0.05
Omega: 2.91
Rho: 0.14
 

Quote data

Open: 5.110
High: 5.110
Low: 5.050
Previous Close: 5.330
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.25%
1 Month
  -17.08%
3 Months  
+25.94%
YTD  
+58.31%
1 Year  
+110.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.510 5.050
1M High / 1M Low: 6.380 5.050
6M High / 6M Low: 6.380 2.560
High (YTD): 2024-07-16 6.380
Low (YTD): 2024-01-24 2.540
52W High: 2024-07-16 6.380
52W Low: 2023-10-09 0.990
Avg. price 1W:   5.336
Avg. volume 1W:   0.000
Avg. price 1M:   5.867
Avg. volume 1M:   0.000
Avg. price 6M:   4.342
Avg. volume 6M:   0.000
Avg. price 1Y:   3.238
Avg. volume 1Y:   0.000
Volatility 1M:   53.31%
Volatility 6M:   96.48%
Volatility 1Y:   105.34%
Volatility 3Y:   -