RBI Call/STRABAG 23-24/ AT0000A33LX5 /
| 04/09/2024 17:05:24 | Chg.-0.032 | Bid17:29:52 | Ask17:29:52 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.929EUR | -3.33% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 30.2282 EUR | 20/09/2024 | 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: | 20/09/2024 |
| Issue date: | 05/04/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.96 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.26 |
| Parity: | 0.95 |
| Time value: | 0.03 |
| Break-even: | 38.03 |
| Moneyness: | 1.25 |
| Premium: | 0.01 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 2.08% |
| Delta: | 0.93 |
| Theta: | -0.03 |
| Omega: | 4.52 |
| Rho: | 0.01 |
Quote data
| Open: | 0.935 |
|---|---|
| High: | 0.935 |
| Low: | 0.929 |
| Previous Close: | 0.961 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -15.55% | ||
|---|---|---|---|
| 1 Month | -5.20% | ||
| 3 Months | -34.11% | ||
| YTD | +80.74% | ||
| 1 Year | +91.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.100 | 0.961 |
|---|---|---|
| 1M High / 1M Low: | 1.100 | 0.897 |
| 6M High / 6M Low: | 1.570 | 0.469 |
| High (YTD): | 12/06/2024 | 1.570 |
| Low (YTD): | 15/03/2024 | 0.469 |
| 52W High: | 12/06/2024 | 1.570 |
| 52W Low: | 17/10/2023 | 0.235 |
| Avg. price 1W: | 1.056 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.044 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.112 | |
| Avg. volume 6M: | 23.256 | |
| Avg. price 1Y: | 0.785 | |
| Avg. volume 1Y: | 11.811 | |
| Volatility 1M: | 66.70% | |
| Volatility 6M: | 146.12% | |
| Volatility 1Y: | 134.96% | |
| Volatility 3Y: | - |
