RBI Call/Do&Co 23-24/ AT0000A33JH2 /
9/3/2024 12:04:23 PM | Chg.-0.320 | Bid5:29:56 PM | Ask5:29:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.740EUR | -10.46% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 120.00 - | 9/20/2024 | 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: | 9/20/2024 |
Issue date: | 3/30/2023 |
Last trading day: | 9/19/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.92 |
Leverage: | Yes |
Calculated values
Fair value: | 3.02 |
---|---|
Intrinsic value: | 3.00 |
Implied volatility: | 0.60 |
Historic volatility: | 0.26 |
Parity: | 3.00 |
Time value: | 0.05 |
Break-even: | 150.50 |
Moneyness: | 1.25 |
Premium: | 0.00 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.04 |
Spread %: | 1.33% |
Delta: | 0.96 |
Theta: | -0.06 |
Omega: | 4.74 |
Rho: | 0.05 |
Quote data
Open: | 2.990 |
---|---|
High: | 2.990 |
Low: | 2.740 |
Previous Close: | 3.060 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -1.08% | ||
---|---|---|---|
1 Month | -13.29% | ||
3 Months | +23.98% | ||
YTD | +29.86% | ||
1 Year | +213.14% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.340 | 2.770 |
---|---|---|
1M High / 1M Low: | 3.340 | 2.270 |
6M High / 6M Low: | 4.890 | 2.100 |
High (YTD): | 7/16/2024 | 4.890 |
Low (YTD): | 1/29/2024 | 1.550 |
52W High: | 7/16/2024 | 4.890 |
52W Low: | 10/9/2023 | 0.505 |
Avg. price 1W: | 3.058 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.744 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.121 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 2.327 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 147.73% | |
Volatility 6M: | 127.52% | |
Volatility 1Y: | 138.10% | |
Volatility 3Y: | - |