RBI Call/S Immo 23-24/ AT0000A33KC1 /
| 7/12/2024 9:15:00 AM | Chg.+0.005 | Bid9:43:46 AM | Ask9:43:46 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.420EUR | +1.20% | 0.420 Bid Size: 10,000 |
0.440 Ask Size: 10,000 |
S IMMO AG | 18.00 - | 9/20/2024 | Call |
Master data
| WKN: | RC084C |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 - |
| Maturity: | 9/20/2024 |
| Issue date: | 3/30/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.25 |
| Parity: | 0.42 |
| Time value: | 0.03 |
| Break-even: | 22.45 |
| Moneyness: | 1.23 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 4.71% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 4.62 |
| Rho: | 0.03 |
Quote data
| Open: | 0.420 |
|---|---|
| High: | 0.420 |
| Low: | 0.420 |
| Previous Close: | 0.415 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +5.00% | ||
|---|---|---|---|
| 1 Month | +0.24% | ||
| 3 Months | +371.91% | ||
| YTD | +5900.00% | ||
| 1 Year | +1455.56% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.421 | 0.398 |
|---|---|---|
| 1M High / 1M Low: | 0.421 | 0.369 |
| 6M High / 6M Low: | 0.443 | 0.029 |
| High (YTD): | 5/29/2024 | 0.443 |
| Low (YTD): | 1/2/2024 | 0.006 |
| 52W High: | 5/29/2024 | 0.443 |
| 52W Low: | 9/26/2023 | 0.005 |
| Avg. price 1W: | 0.409 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.398 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.195 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.081 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 46.55% | |
| Volatility 6M: | 239.77% | |
| Volatility 1Y: | 261.74% | |
| Volatility 3Y: | - |
