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: | - |