RBI Call/Immofinanz 23-24
/ AT0000A33JP5
RBI Call/Immofinanz 23-24/ AT0000A33JP5 /
8/30/2024 12:03:52 PM |
Chg.0.000 |
Bid5:24:13 PM |
Ask5:24:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.990EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Immofinanz Ag |
11.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.06 |
Intrinsic value: |
2.06 |
Implied volatility: |
2.43 |
Historic volatility: |
0.17 |
Parity: |
2.06 |
Time value: |
0.02 |
Break-even: |
31.70 |
Moneyness: |
2.87 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.98% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
1.50 |
Rho: |
0.01 |
Quote data
Open: |
1.990 |
High: |
1.990 |
Low: |
1.990 |
Previous Close: |
1.990 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.51% |
1 Month |
|
|
+22.09% |
3 Months |
|
|
+54.26% |
YTD |
|
|
+93.20% |
1 Year |
|
|
+176.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.990 |
1.950 |
1M High / 1M Low: |
1.990 |
1.630 |
6M High / 6M Low: |
1.990 |
1.000 |
High (YTD): |
8/30/2024 |
1.990 |
Low (YTD): |
2/29/2024 |
1.000 |
52W High: |
8/30/2024 |
1.990 |
52W Low: |
9/4/2023 |
0.715 |
Avg. price 1W: |
|
1.972 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.848 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.399 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.147 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
29.28% |
Volatility 6M: |
|
37.38% |
Volatility 1Y: |
|
36.46% |
Volatility 3Y: |
|
- |