RBI Call/STRABAG 23-24/ AT0000A33LX5 /
| 27/06/2024 12:16:34 | Chg.+0.010 | Bid12:16:34 | Ask12:16:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.200EUR | +0.84% | 1.200 Bid Size: 10,000 |
1.220 Ask Size: 10,000 |
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: | 4.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 1.12 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.26 |
| Parity: | 1.12 |
| Time value: | 0.05 |
| Break-even: | 39.54 |
| Moneyness: | 1.29 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 1.74% |
| Delta: | 0.94 |
| Theta: | -0.01 |
| Omega: | 3.96 |
| Rho: | 0.06 |
Quote data
| Open: | 1.130 |
|---|---|
| High: | 1.220 |
| Low: | 1.130 |
| Previous Close: | 1.190 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -8.40% | ||
|---|---|---|---|
| 1 Month | -9.77% | ||
| 3 Months | 0.00% | ||
| YTD | +133.46% | ||
| 1 Year | +172.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.350 | 1.190 |
|---|---|---|
| 1M High / 1M Low: | 1.570 | 1.190 |
| 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: | 1.266 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.387 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.940 | |
| Avg. volume 6M: | 23.622 | |
| Avg. price 1Y: | 0.658 | |
| Avg. volume 1Y: | 11.811 | |
| Volatility 1M: | 104.47% | |
| Volatility 6M: | 148.76% | |
| Volatility 1Y: | 133.59% | |
| Volatility 3Y: | - |
