RBI Call/Immofinanz 23-24
/ AT0000A33JQ3
RBI Call/Immofinanz 23-24/ AT0000A33JQ3 /
26/07/2024 09:15:01 |
Chg.+0.010 |
Bid17:29:18 |
Ask17:29:18 |
Underlying |
Strike price |
Expiration date |
Option type |
1.430EUR |
+0.70% |
- Bid Size: - |
- Ask Size: - |
Immofinanz Ag |
13.00 - |
20/09/2024 |
Call |
Master data
WKN: |
RC083Q |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz Ag |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 - |
Maturity: |
20/09/2024 |
Issue date: |
30/03/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
1.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.43 |
Implied volatility: |
1.17 |
Historic volatility: |
0.16 |
Parity: |
1.43 |
Time value: |
0.03 |
Break-even: |
27.50 |
Moneyness: |
2.10 |
Premium: |
0.01 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
1.40% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
1.82 |
Rho: |
0.02 |
Quote data
Open: |
1.430 |
High: |
1.430 |
Low: |
1.430 |
Previous Close: |
1.420 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.15% |
1 Month |
|
|
+36.19% |
3 Months |
|
|
+47.42% |
YTD |
|
|
+70.04% |
1 Year |
|
|
+130.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
1.380 |
1M High / 1M Low: |
1.440 |
1.050 |
6M High / 6M Low: |
1.440 |
0.811 |
High (YTD): |
08/07/2024 |
1.440 |
Low (YTD): |
29/02/2024 |
0.811 |
52W High: |
08/07/2024 |
1.440 |
52W Low: |
04/09/2023 |
0.548 |
Avg. price 1W: |
|
1.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.360 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.858 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
80.64% |
Volatility 6M: |
|
42.87% |
Volatility 1Y: |
|
43.84% |
Volatility 3Y: |
|
- |