RBI Call 46 AZ2 20.09.2024
/ AT0000A36DB1
RBI Call 46 AZ2 20.09.2024/ AT0000A36DB1 /
| 2024-05-31 9:16:36 AM |
Chg.+0.060 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.953EUR |
+6.72% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
46.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
RC1AXB |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.90 |
| Time value: |
0.11 |
| Break-even: |
56.00 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.88 |
| Rho: |
0.12 |
Quote data
| Open: |
0.953 |
| High: |
0.953 |
| Low: |
0.953 |
| Previous Close: |
0.893 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.37% |
| 1 Month |
|
|
+31.27% |
| 3 Months |
|
|
-27.80% |
| YTD |
|
|
-15.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.893 |
| 1M High / 1M Low: |
1.120 |
0.726 |
| 6M High / 6M Low: |
1.560 |
0.707 |
| High (YTD): |
2024-02-22 |
1.560 |
| Low (YTD): |
2024-04-29 |
0.707 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.999 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.15% |
| Volatility 6M: |
|
100.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
