RBI Call/Immofinanz 23-24
/ AT0000A33JQ3
RBI Call/Immofinanz 23-24/ AT0000A33JQ3 /
30/08/2024 12:03:52 |
Chg.0.000 |
Bid17:18:40 |
Ask17:18:40 |
Underlying |
Strike price |
Expiration date |
Option type |
1.790EUR |
0.00% |
- 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: |
1.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.81 |
Intrinsic value: |
1.81 |
Implied volatility: |
2.23 |
Historic volatility: |
0.17 |
Parity: |
1.81 |
Time value: |
0.03 |
Break-even: |
31.30 |
Moneyness: |
2.39 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
1.11% |
Delta: |
0.97 |
Theta: |
-0.03 |
Omega: |
1.65 |
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 |
|
|
+26.06% |
3 Months |
|
|
+67.29% |
YTD |
|
|
+112.84% |
1 Year |
|
|
+202.36% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.790 |
1.750 |
1M High / 1M Low: |
1.790 |
1.420 |
6M High / 6M Low: |
1.790 |
0.811 |
High (YTD): |
29/08/2024 |
1.790 |
Low (YTD): |
29/02/2024 |
0.811 |
52W High: |
29/08/2024 |
1.790 |
52W Low: |
04/09/2023 |
0.548 |
Avg. price 1W: |
|
1.770 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.633 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.201 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.955 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
31.66% |
Volatility 6M: |
|
43.48% |
Volatility 1Y: |
|
43.73% |
Volatility 3Y: |
|
- |