RBI Call/Do&Co 23-24/ AT0000A33JH2 /
26/07/2024 12:04:20 | Chg.-0.280 | Bid17:29:55 | Ask17:29:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.560EUR | -7.29% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 120.00 - | 20/09/2024 | Call |
Master data
WKN: | RC083H |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Do & Co AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 20/09/2024 |
Issue date: | 30/03/2023 |
Last trading day: | 19/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.35 |
Leverage: | Yes |
Calculated values
Fair value: | 3.43 |
---|---|
Intrinsic value: | 3.36 |
Implied volatility: | 0.48 |
Historic volatility: | 0.26 |
Parity: | 3.36 |
Time value: | 0.17 |
Break-even: | 155.30 |
Moneyness: | 1.28 |
Premium: | 0.01 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 0.57% |
Delta: | 0.92 |
Theta: | -0.05 |
Omega: | 4.02 |
Rho: | 0.16 |
Quote data
Open: | 3.620 |
---|---|
High: | 3.620 |
Low: | 3.560 |
Previous Close: | 3.840 |
Turnover: | - |
Market phase: | OP |
All quotes in EUR
Performance
1 Week | -11.44% | ||
---|---|---|---|
1 Month | -22.61% | ||
3 Months | +35.36% | ||
YTD | +68.72% | ||
1 Year | +131.17% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.020 | 3.560 |
---|---|---|
1M High / 1M Low: | 4.890 | 3.560 |
6M High / 6M Low: | 4.890 | 1.550 |
High (YTD): | 16/07/2024 | 4.890 |
Low (YTD): | 29/01/2024 | 1.550 |
52W High: | 16/07/2024 | 4.890 |
52W Low: | 09/10/2023 | 0.505 |
Avg. price 1W: | 3.850 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.367 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.998 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 2.160 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 72.25% | |
Volatility 6M: | 130.92% | |
Volatility 1Y: | 136.09% | |
Volatility 3Y: | - |