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: | - |