RBI Call/Do&Co 23-24/ AT0000A33JF6 /
| 9/3/2024 9:15:01 AM | Chg.-0.070 | Bid11:08:05 AM | Ask11:08:05 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.490EUR | -1.54% | 4.280 Bid Size: 10,000 |
4.320 Ask Size: 10,000 |
Do & Co AG | 105.00 - | 9/20/2024 | 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: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.52 |
|---|---|
| Intrinsic value: | 4.50 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.26 |
| Parity: | 4.50 |
| Time value: | 0.05 |
| Break-even: | 150.50 |
| Moneyness: | 1.43 |
| Premium: | 0.00 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 0.89% |
| Delta: | 0.97 |
| Theta: | -0.06 |
| Omega: | 3.21 |
| Rho: | 0.05 |
Quote data
| Open: | 4.490 |
|---|---|
| High: | 4.490 |
| Low: | 4.490 |
| Previous Close: | 4.560 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +5.15% | ||
|---|---|---|---|
| 1 Month | -3.23% | ||
| 3 Months | +25.42% | ||
| YTD | +40.75% | ||
| 1 Year | +193.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.830 | 4.270 |
|---|---|---|
| 1M High / 1M Low: | 4.830 | 3.740 |
| 6M High / 6M Low: | 6.380 | 3.320 |
| High (YTD): | 7/16/2024 | 6.380 |
| Low (YTD): | 1/24/2024 | 2.540 |
| 52W High: | 7/16/2024 | 6.380 |
| 52W Low: | 10/9/2023 | 0.990 |
| Avg. price 1W: | 4.552 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.232 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.530 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.482 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 96.70% | |
| Volatility 6M: | 90.47% | |
| Volatility 1Y: | 103.95% | |
| Volatility 3Y: | - |
