RBI Call/STRABAG 23-24/ AT0000A33LX5 /
| 7/5/2024 3:48:56 PM | Chg.+0.020 | Bid5:01:11 PM | Ask5:01:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.030EUR | +1.98% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 30.2282 EUR | 9/20/2024 | 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: | 9/20/2024 |
| Issue date: | 4/5/2023 |
| Last trading day: | 9/19/2024 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.05 |
|---|---|
| Intrinsic value: | 1.01 |
| Implied volatility: | - |
| Historic volatility: | 0.26 |
| Parity: | 1.01 |
| Time value: | 0.02 |
| Break-even: | 38.42 |
| Moneyness: | 1.27 |
| Premium: | 0.00 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.02 |
| Spread %: | 1.98% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.030 |
|---|---|
| High: | 1.030 |
| Low: | 1.020 |
| Previous Close: | 1.010 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -10.43% | ||
|---|---|---|---|
| 1 Month | -30.87% | ||
| 3 Months | -6.36% | ||
| YTD | +100.39% | ||
| 1 Year | +160.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.160 | 0.990 |
|---|---|---|
| 1M High / 1M Low: | 1.570 | 0.990 |
| 6M High / 6M Low: | 1.570 | 0.469 |
| High (YTD): | 6/12/2024 | 1.570 |
| Low (YTD): | 3/15/2024 | 0.469 |
| 52W High: | 6/12/2024 | 1.570 |
| 52W Low: | 10/17/2023 | 0.235 |
| Avg. price 1W: | 1.038 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.302 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.970 | |
| Avg. volume 6M: | 23.622 | |
| Avg. price 1Y: | 0.676 | |
| Avg. volume 1Y: | 11.811 | |
| Volatility 1M: | 101.07% | |
| Volatility 6M: | 150.51% | |
| Volatility 1Y: | 133.08% | |
| Volatility 3Y: | - |
