RBI Call/VIG 23-24/ AT0000A33RJ1 /
| 2024-07-24 12:04:37 PM | Chg.-0.013 | Bid4:56:49 PM | Ask4:56:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.111EUR | -10.48% | - Bid Size: - |
- Ask Size: - |
Vienna Insurance Gro... | 30.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC089J |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Vienna Insurance Group |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-04-19 |
| Last trading day: | 2024-09-19 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.16 |
| Parity: | 0.03 |
| Time value: | 0.11 |
| Break-even: | 31.38 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.02 |
| Spread %: | 16.95% |
| Delta: | 0.58 |
| Theta: | -0.01 |
| Omega: | 12.84 |
| Rho: | 0.03 |
Quote data
| Open: | 0.114 |
|---|---|
| High: | 0.114 |
| Low: | 0.111 |
| Previous Close: | 0.124 |
| Turnover: | - |
| Market phase: | PT |
All quotes in EUR
Performance
| 1 Week | -27.92% | ||
|---|---|---|---|
| 1 Month | +26.14% | ||
| 3 Months | +3.74% | ||
| YTD | +54.17% | ||
| 1 Year | +81.97% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.160 | 0.111 |
|---|---|---|
| 1M High / 1M Low: | 0.166 | 0.088 |
| 6M High / 6M Low: | 0.185 | 0.036 |
| High (YTD): | 2024-05-27 | 0.185 |
| Low (YTD): | 2024-02-09 | 0.036 |
| 52W High: | 2024-05-27 | 0.185 |
| 52W Low: | 2024-02-09 | 0.036 |
| Avg. price 1W: | 0.135 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.141 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.104 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.090 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 165.47% | |
| Volatility 6M: | 161.72% | |
| Volatility 1Y: | 157.48% | |
| Volatility 3Y: | - |
