RBI Call/Do&Co 23-24/ AT0000A33JJ8 /
7/12/2024 9:46:43 AM | Chg.-0.160 | Bid5:29:54 PM | Ask5:29:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.590EUR | -4.27% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 130.00 - | 9/20/2024 | 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: | 9/20/2024 |
Issue date: | 3/30/2023 |
Last trading day: | 9/19/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.35 |
Leverage: | Yes |
Calculated values
Fair value: | 3.83 |
---|---|
Intrinsic value: | 3.74 |
Implied volatility: | 0.31 |
Historic volatility: | 0.26 |
Parity: | 3.74 |
Time value: | 0.11 |
Break-even: | 168.50 |
Moneyness: | 1.29 |
Premium: | 0.01 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 0.52% |
Delta: | 0.98 |
Theta: | -0.02 |
Omega: | 4.24 |
Rho: | 0.24 |
Quote data
Open: | 3.750 |
---|---|
High: | 3.750 |
Low: | 3.590 |
Previous Close: | 3.750 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +5.90% | ||
---|---|---|---|
1 Month | +106.32% | ||
3 Months | +75.12% | ||
YTD | +142.57% | ||
1 Year | +163.97% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.750 | 3.280 |
---|---|---|
1M High / 1M Low: | 3.830 | 1.740 |
6M High / 6M Low: | 3.830 | 1.010 |
High (YTD): | 6/27/2024 | 3.830 |
Low (YTD): | 1/29/2024 | 1.010 |
52W High: | 6/27/2024 | 3.830 |
52W Low: | 10/9/2023 | 0.302 |
Avg. price 1W: | 3.510 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.242 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.042 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 1.471 | |
Avg. volume 1Y: | 15.873 | |
Volatility 1M: | 151.96% | |
Volatility 6M: | 160.64% | |
Volatility 1Y: | 162.14% | |
Volatility 3Y: | - |