RBI Call/Immofinanz 23-24
/ AT0000A33JP5
RBI Call/Immofinanz 23-24/ AT0000A33JP5 /
| 26/07/2024 09:15:01 |
Chg.+0.010 |
Bid17:29:13 |
Ask17:29:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
+0.62% |
-
Bid Size: - |
-
Ask Size: - |
Immofinanz Ag |
11.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC083P |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz Ag |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.16 |
| Parity: |
1.63 |
| Time value: |
0.04 |
| Break-even: |
27.60 |
| Moneyness: |
2.48 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.22% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
1.58 |
| Rho: |
0.01 |
Quote data
| Open: |
1.620 |
| High: |
1.620 |
| Low: |
1.620 |
| Previous Close: |
1.610 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.52% |
| 1 Month |
|
|
+30.65% |
| 3 Months |
|
|
+39.66% |
| YTD |
|
|
+57.28% |
| 1 Year |
|
|
+103.77% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
1.550 |
| 1M High / 1M Low: |
1.630 |
1.240 |
| 6M High / 6M Low: |
1.630 |
1.000 |
| High (YTD): |
08/07/2024 |
1.630 |
| Low (YTD): |
29/02/2024 |
1.000 |
| 52W High: |
08/07/2024 |
1.630 |
| 52W Low: |
04/09/2023 |
0.715 |
| Avg. price 1W: |
|
1.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.247 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.039 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
68.57% |
| Volatility 6M: |
|
36.87% |
| Volatility 1Y: |
|
36.84% |
| Volatility 3Y: |
|
- |
