RBI Call/Do&Co 23-24/ AT0000A33JJ8 /
2024-07-26 12:04:20 PM | Chg.-0.270 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.600EUR | -9.41% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 130.00 - | 2024-09-20 | 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: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
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): | 2024-07-16 | 3.910 |
Low (YTD): | 2024-01-29 | 1.010 |
52W High: | 2024-07-16 | 3.910 |
52W Low: | 2023-10-09 | 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: | - |