RBI Call/STRABAG 23-24/ AT0000A33LX5 /
| 2024-07-29 5:01:56 PM | Chg.+0.040 | Bid5:21:01 PM | Ask5:21:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.120EUR | +3.70% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 30.2282 EUR | 2024-09-20 | Call |
Master data
| WKN: | RC085L |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | STRABAG SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.23 EUR |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-04-05 |
| Last trading day: | 2024-09-19 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.10 |
|---|---|
| Intrinsic value: | 1.08 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.26 |
| Parity: | 1.08 |
| Time value: | 0.04 |
| Break-even: | 39.14 |
| Moneyness: | 1.28 |
| Premium: | 0.01 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 1.82% |
| Delta: | 0.94 |
| Theta: | -0.01 |
| Omega: | 4.10 |
| Rho: | 0.04 |
Quote data
| Open: | 1.080 |
|---|---|
| High: | 1.120 |
| Low: | 1.060 |
| Previous Close: | 1.080 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -0.89% | ||
|---|---|---|---|
| 1 Month | -2.61% | ||
| 3 Months | -12.50% | ||
| YTD | +117.90% | ||
| 1 Year | +149.44% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.160 | 1.080 |
|---|---|---|
| 1M High / 1M Low: | 1.200 | 0.990 |
| 6M High / 6M Low: | 1.570 | 0.469 |
| High (YTD): | 2024-06-12 | 1.570 |
| Low (YTD): | 2024-03-15 | 0.469 |
| 52W High: | 2024-06-12 | 1.570 |
| 52W Low: | 2023-10-17 | 0.235 |
| Avg. price 1W: | 1.126 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.093 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.031 | |
| Avg. volume 6M: | 23.622 | |
| Avg. price 1Y: | 0.721 | |
| Avg. volume 1Y: | 11.905 | |
| Volatility 1M: | 91.60% | |
| Volatility 6M: | 149.95% | |
| Volatility 1Y: | 134.35% | |
| Volatility 3Y: | - |
