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RBI Call/Immofinanz 23-24/  AT0000A33JQ3  /

Wien OS
7/26/2024  9:15:01 AM Chg.+0.010 Bid12:03:29 PM Ask12:03:29 PM Underlying Strike price Expiration date Option type
1.430EUR +0.70% 1.430
Bid Size: 10,000		 1.450
Ask Size: 10,000		 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: 1.85
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.43
Implied volatility: 1.38
Historic volatility: 0.16
Parity: 1.43
Time value: 0.05
Break-even: 27.70
Moneyness: 2.10
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 1.38%
Delta: 0.95
Theta: -0.01
Omega: 1.76
Rho: 0.02
 

Quote data

Open: 1.430
High: 1.430
Low: 1.430
Previous Close: 1.420
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month  
+34.91%
3 Months  
+47.42%
YTD  
+70.04%
1 Year  
+126.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.360
1M High / 1M Low: 1.440 1.050
6M High / 6M Low: 1.440 0.811
High (YTD): 7/8/2024 1.440
Low (YTD): 2/29/2024 0.811
52W High: 7/8/2024 1.440
52W Low: 9/4/2023 0.548
Avg. price 1W:   1.392
Avg. volume 1W:   0.000
Avg. price 1M:   1.344
Avg. volume 1M:   0.000
Avg. price 6M:   1.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.855
Avg. volume 1Y:   0.000
Volatility 1M:   81.06%
Volatility 6M:   42.98%
Volatility 1Y:   43.88%
Volatility 3Y:   -