RBI Call/Wienerberger 23-24
/ AT0000A33KT5
RBI Call/Wienerberger 23-24/ AT0000A33KT5 /
| 26/07/2024 12:04:20 |
Chg.+0.073 |
Bid17:29:58 |
Ask17:29:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.787EUR |
+10.22% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
25.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
RC084T |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
30/03/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.23 |
| Parity: |
0.79 |
| Time value: |
0.07 |
| Break-even: |
33.60 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.38% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.03 |
Quote data
| Open: |
0.736 |
| High: |
0.787 |
| Low: |
0.736 |
| Previous Close: |
0.714 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.36% |
| 1 Month |
|
|
+12.27% |
| 3 Months |
|
|
-0.38% |
| YTD |
|
|
+34.30% |
| 1 Year |
|
|
+22.21% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.846 |
0.714 |
| 1M High / 1M Low: |
0.846 |
0.685 |
| 6M High / 6M Low: |
1.110 |
0.593 |
| High (YTD): |
15/05/2024 |
1.110 |
| Low (YTD): |
18/01/2024 |
0.399 |
| 52W High: |
15/05/2024 |
1.110 |
| 52W Low: |
25/10/2023 |
0.141 |
| Avg. price 1W: |
|
0.801 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.840 |
| Avg. volume 6M: |
|
7.874 |
| Avg. price 1Y: |
|
0.601 |
| Avg. volume 1Y: |
|
7.905 |
| Volatility 1M: |
|
95.50% |
| Volatility 6M: |
|
78.56% |
| Volatility 1Y: |
|
102.11% |
| Volatility 3Y: |
|
- |
