RBI Call/Do&Co 23-24/ AT0000A33JG4 /
2024-07-12 9:46:43 AM | Chg.-0.160 | Bid5:29:54 PM | Ask5:29:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.560EUR | -2.80% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 110.00 - | 2024-09-20 | Call |
Master data
WKN: | RC083G |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Do & Co AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 110.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.88 |
Leverage: | Yes |
Calculated values
Fair value: | 5.81 |
---|---|
Intrinsic value: | 5.74 |
Implied volatility: | 0.40 |
Historic volatility: | 0.26 |
Parity: | 5.74 |
Time value: | 0.08 |
Break-even: | 168.20 |
Moneyness: | 1.52 |
Premium: | 0.00 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.02 |
Spread %: | 0.34% |
Delta: | 0.99 |
Theta: | -0.01 |
Omega: | 2.86 |
Rho: | 0.20 |
Quote data
Open: | 5.720 |
---|---|
High: | 5.720 |
Low: | 5.560 |
Previous Close: | 5.720 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +4.12% | ||
---|---|---|---|
1 Month | +59.31% | ||
3 Months | +50.68% | ||
YTD | +97.86% | ||
1 Year | +126.94% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.720 | 5.230 |
---|---|---|
1M High / 1M Low: | 5.810 | 3.490 |
6M High / 6M Low: | 5.810 | 2.180 |
High (YTD): | 2024-06-27 | 5.810 |
Low (YTD): | 2024-01-24 | 2.180 |
52W High: | 2024-06-27 | 5.810 |
52W Low: | 2023-10-09 | 0.803 |
Avg. price 1W: | 5.472 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.188 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.660 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 2.740 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 94.91% | |
Volatility 6M: | 107.47% | |
Volatility 1Y: | 115.40% | |
Volatility 3Y: | - |