RBI Call/Immofinanz 23-24/  AT0000A33JS9  /

Wien OS
26/07/2024  09:15:01 Chg.+0.010 Bid17:29:18 Ask17:29:18 Underlying Strike price Expiration date Option type
1.050EUR +0.96% -
Bid Size: -
-
Ask Size: -
Immofinanz Ag 17.00 - 20/09/2024 Call
 

Master data

WKN: RC083S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz Ag
Type: Warrant
Option type: Call
Strike price: 17.00 -
Maturity: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 1.03
Implied volatility: 1.01
Historic volatility: 0.16
Parity: 1.03
Time value: 0.06
Break-even: 27.80
Moneyness: 1.60
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.92
Theta: -0.02
Omega: 2.32
Rho: 0.02
 

Quote data

Open: 1.050
High: 1.050
Low: 1.050
Previous Close: 1.040
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+47.68%
3 Months  
+73.84%
YTD  
+116.05%
1 Year  
+201.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.040 0.980
1M High / 1M Low: 1.050 0.710
6M High / 6M Low: 1.050 0.455
High (YTD): 08/07/2024 1.050
Low (YTD): 29/02/2024 0.455
52W High: 08/07/2024 1.050
52W Low: 04/09/2023 0.263
Avg. price 1W:   1.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.970
Avg. volume 1M:   0.000
Avg. price 6M:   0.685
Avg. volume 6M:   0.000
Avg. price 1Y:   0.514
Avg. volume 1Y:   0.000
Volatility 1M:   106.65%
Volatility 6M:   58.68%
Volatility 1Y:   64.89%
Volatility 3Y:   -