RBI Call/Immofinanz 23-24
/ AT0000A33JQ3
RBI Call/Immofinanz 23-24/ AT0000A33JQ3 /
| 8/30/2024 12:03:52 PM |
Chg.0.000 |
Bid5:18:40 PM |
Ask5:18:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.790EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Immofinanz Ag |
13.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/30/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
2.31 |
| Historic volatility: |
0.17 |
| Parity: |
1.86 |
| Time value: |
0.03 |
| Break-even: |
31.80 |
| Moneyness: |
2.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.08% |
| Delta: |
0.97 |
| Theta: |
-0.03 |
| Omega: |
1.63 |
| Rho: |
0.01 |
Quote data
| Open: |
1.800 |
| High: |
1.800 |
| Low: |
1.790 |
| Previous Close: |
1.790 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.56% |
| 1 Month |
|
|
+25.17% |
| 3 Months |
|
|
+62.73% |
| YTD |
|
|
+112.84% |
| 1 Year |
|
|
+223.69% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.750 |
| 1M High / 1M Low: |
1.790 |
1.430 |
| 6M High / 6M Low: |
1.790 |
0.811 |
| High (YTD): |
8/30/2024 |
1.790 |
| Low (YTD): |
2/29/2024 |
0.811 |
| 52W High: |
8/30/2024 |
1.790 |
| 52W Low: |
9/4/2023 |
0.548 |
| Avg. price 1W: |
|
1.772 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.205 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.960 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
31.84% |
| Volatility 6M: |
|
43.33% |
| Volatility 1Y: |
|
43.18% |
| Volatility 3Y: |
|
- |
