RBI Call 16 T1L 20.09.2024
/ AT0000A33KB3
RBI Call 16 T1L 20.09.2024/ AT0000A33KB3 /
| 2024-05-15 9:16:07 AM |
Chg.+0.013 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.248EUR |
+5.53% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
16.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC084B |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.19 |
| Time value: |
0.08 |
| Break-even: |
18.60 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
5.25 |
| Rho: |
0.04 |
Quote data
| Open: |
0.248 |
| High: |
0.248 |
| Low: |
0.248 |
| Previous Close: |
0.235 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.57% |
| 1 Month |
|
|
+40.91% |
| 3 Months |
|
|
+206.17% |
| YTD |
|
|
+700.00% |
| 1 Year |
|
|
+181.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.235 |
0.204 |
| 1M High / 1M Low: |
0.235 |
0.176 |
| 6M High / 6M Low: |
0.275 |
0.028 |
| High (YTD): |
2024-04-02 |
0.275 |
| Low (YTD): |
2024-01-04 |
0.031 |
| 52W High: |
2024-04-02 |
0.275 |
| 52W Low: |
2023-09-18 |
0.019 |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.083 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
107.36% |
| Volatility 6M: |
|
143.10% |
| Volatility 1Y: |
|
146.82% |
| Volatility 3Y: |
|
- |
