RBI Call/Wienerberger 23-24
/ AT0000A33KT5
RBI Call/Wienerberger 23-24/ AT0000A33KT5 /
7/26/2024 12:04:20 PM |
Chg.+0.073 |
Bid5:29:58 PM |
Ask5:29:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.787EUR |
+10.22% |
- Bid Size: - |
- Ask Size: - |
WIENERBERGER |
25.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC084T |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
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): |
5/15/2024 |
1.110 |
Low (YTD): |
1/18/2024 |
0.399 |
52W High: |
5/15/2024 |
1.110 |
52W Low: |
10/25/2023 |
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: |
|
- |