RBI Call/Do&Co 23-24/ AT0000A33JJ8 /
| 26/07/2024 12:04:20 | Chg.-0.270 | Bid17:29:55 | Ask17:29:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.600EUR | -9.41% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 130.00 - | 20/09/2024 | Call |
Master data
| WKN: | RC083J |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Do & Co AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 20/09/2024 |
| Issue date: | 30/03/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.46 |
|---|---|
| Intrinsic value: | 2.36 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.26 |
| Parity: | 2.36 |
| Time value: | 0.21 |
| Break-even: | 155.70 |
| Moneyness: | 1.18 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 0.78% |
| Delta: | 0.89 |
| Theta: | -0.05 |
| Omega: | 5.29 |
| Rho: | 0.17 |
Quote data
| Open: | 2.660 |
|---|---|
| High: | 2.660 |
| Low: | 2.600 |
| Previous Close: | 2.870 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -19.50% | ||
|---|---|---|---|
| 1 Month | -27.98% | ||
| 3 Months | +36.84% | ||
| YTD | +75.68% | ||
| 1 Year | +136.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.050 | 2.600 |
|---|---|---|
| 1M High / 1M Low: | 3.910 | 2.600 |
| 6M High / 6M Low: | 3.910 | 1.010 |
| High (YTD): | 16/07/2024 | 3.910 |
| Low (YTD): | 29/01/2024 | 1.010 |
| 52W High: | 16/07/2024 | 3.910 |
| 52W Low: | 09/10/2023 | 0.302 |
| Avg. price 1W: | 2.880 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.403 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.213 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.553 | |
| Avg. volume 1Y: | 15.936 | |
| Volatility 1M: | 88.64% | |
| Volatility 6M: | 160.41% | |
| Volatility 1Y: | 162.43% | |
| Volatility 3Y: | - |
