RBI Call/Immofinanz 23-24
/ AT0000A33JQ3
RBI Call/Immofinanz 23-24/ AT0000A33JQ3 /
| 2024-07-04 4:02:01 PM |
Chg.+0.010 |
Bid5:26:48 PM |
Ask5:26:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+0.75% |
-
Bid Size: - |
-
Ask Size: - |
Immofinanz Ag |
13.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.16 |
| Parity: |
1.33 |
| Time value: |
0.03 |
| Break-even: |
26.50 |
| Moneyness: |
2.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
1.89 |
| Rho: |
0.03 |
Quote data
| Open: |
1.310 |
| High: |
1.350 |
| Low: |
1.310 |
| Previous Close: |
1.340 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.47% |
| 1 Month |
|
|
+21.62% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
+60.52% |
| 1 Year |
|
|
+138.52% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.360 |
1.280 |
| 1M High / 1M Low: |
1.360 |
1.040 |
| 6M High / 6M Low: |
1.360 |
0.811 |
| High (YTD): |
2024-07-02 |
1.360 |
| Low (YTD): |
2024-02-29 |
0.811 |
| 52W High: |
2024-07-02 |
1.360 |
| 52W Low: |
2023-09-04 |
0.548 |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.991 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.808 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
81.57% |
| Volatility 6M: |
|
42.50% |
| Volatility 1Y: |
|
43.91% |
| Volatility 3Y: |
|
- |
