RBI Call/FACC 23-24/ AT0000A33LJ4 /
| 2024-07-24 12:04:37 PM | Chg.-0.041 | Bid5:11:18 PM | Ask5:11:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.074EUR | -35.65% | - Bid Size: - |
- Ask Size: - |
FACC AG INH.AKT. | 6.50 - | 2024-09-20 | Call |
Master data
| WKN: | RC0847 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | FACC AG INH.AKT. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-04-05 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.30 |
| Parity: | 0.07 |
| Time value: | 0.04 |
| Break-even: | 7.55 |
| Moneyness: | 1.10 |
| Premium: | 0.05 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.03 |
| Spread %: | 40.00% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.89 |
| Rho: | 0.01 |
Quote data
| Open: | 0.093 |
|---|---|
| High: | 0.093 |
| Low: | 0.074 |
| Previous Close: | 0.115 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -35.65% | ||
|---|---|---|---|
| 1 Month | -55.42% | ||
| 3 Months | +85.00% | ||
| YTD | +80.49% | ||
| 1 Year | -9.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.115 | 0.074 |
|---|---|---|
| 1M High / 1M Low: | 0.167 | 0.074 |
| 6M High / 6M Low: | 0.177 | 0.028 |
| High (YTD): | 2024-06-12 | 0.177 |
| Low (YTD): | 2024-03-20 | 0.028 |
| 52W High: | 2024-06-12 | 0.177 |
| 52W Low: | 2024-03-20 | 0.028 |
| Avg. price 1W: | 0.095 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.144 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.076 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.071 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 168.79% | |
| Volatility 6M: | 209.56% | |
| Volatility 1Y: | 173.85% | |
| Volatility 3Y: | - |
