OverviewChartNewsTraderScreen

RBI Call/Immofinanz 23-24/  AT0000A33JR1  /

Wien OS
6/27/2024  9:32:41 AM Chg.-0.004 Bid9:50:27 AM Ask9:50:27 AM Underlying Strike price Expiration date Option type
0.875EUR -0.46% 0.876
Bid Size: 10,000		 0.896
Ask Size: 10,000		 Immofinanz Ag 15.00 - 9/20/2024 Call
 

Master data

WKN: RC083R
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.83
Implied volatility: 0.89
Historic volatility: 0.13
Parity: 0.83
Time value: 0.07
Break-even: 23.99
Moneyness: 1.55
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 2.28%
Delta: 0.89
Theta: -0.01
Omega: 2.31
Rho: 0.03
 

Quote data

Open: 0.871
High: 0.875
Low: 0.871
Previous Close: 0.879
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -6.22%
1 Month
  -4.58%
3 Months  
+2.70%
YTD  
+32.98%
1 Year  
+143.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.933 0.862
1M High / 1M Low: 0.934 0.862
6M High / 6M Low: 0.934 0.626
High (YTD): 6/19/2024 0.934
Low (YTD): 2/29/2024 0.626
52W High: 6/19/2024 0.934
52W Low: 6/27/2023 0.360
Avg. price 1W:   0.883
Avg. volume 1W:   0.000
Avg. price 1M:   0.909
Avg. volume 1M:   0.000
Avg. price 6M:   0.781
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   32.76%
Volatility 6M:   35.10%
Volatility 1Y:   47.85%
Volatility 3Y:   -