RBI Call/Immofinanz 23-24
/ AT0000A33JR1
RBI Call/Immofinanz 23-24/ AT0000A33JR1 /
| 2024-07-26 9:15:01 AM |
Chg.+0.010 |
Bid5:29:56 PM |
Ask5:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
+0.81% |
-
Bid Size: - |
-
Ask Size: - |
Immofinanz Ag |
15.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC083R |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz Ag |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.16 |
| Parity: |
1.23 |
| Time value: |
0.03 |
| Break-even: |
27.50 |
| Moneyness: |
1.82 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.10 |
| Rho: |
0.02 |
Quote data
| Open: |
1.240 |
| High: |
1.240 |
| Low: |
1.240 |
| Previous Close: |
1.230 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.98% |
| 1 Month |
|
|
+41.23% |
| 3 Months |
|
|
+58.37% |
| YTD |
|
|
+88.45% |
| 1 Year |
|
|
+163.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.180 |
| 1M High / 1M Low: |
1.240 |
0.878 |
| 6M High / 6M Low: |
1.240 |
0.626 |
| High (YTD): |
2024-07-26 |
1.240 |
| Low (YTD): |
2024-02-29 |
0.626 |
| 52W High: |
2024-07-26 |
1.240 |
| 52W Low: |
2023-09-04 |
0.395 |
| Avg. price 1W: |
|
1.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.681 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
91.82% |
| Volatility 6M: |
|
49.45% |
| Volatility 1Y: |
|
52.84% |
| Volatility 3Y: |
|
- |
