RBI Call/S Immo 23-24/ AT0000A33KA5 /
| 22/05/2024 09:15:00 | Chg.-0.022 | Bid12:15:15 | Ask12:15:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.407EUR | -5.13% | 0.384 Bid Size: 10,000 |
0.404 Ask Size: 10,000 |
S IMMO AG | 14.00 - | 20/09/2024 | Call |
Master data
| WKN: | RC084A |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 20/09/2024 |
| Issue date: | 30/03/2023 |
| Last trading day: | 19/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.23 |
| Parity: | 0.40 |
| Time value: | 0.04 |
| Break-even: | 18.37 |
| Moneyness: | 1.29 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 4.80% |
| Delta: | 0.90 |
| Theta: | 0.00 |
| Omega: | 3.73 |
| Rho: | 0.04 |
Quote data
| Open: | 0.407 |
|---|---|
| High: | 0.407 |
| Low: | 0.407 |
| Previous Close: | 0.429 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +2.78% | ||
|---|---|---|---|
| 1 Month | +11.51% | ||
| 3 Months | +110.88% | ||
| YTD | +421.79% | ||
| 1 Year | +178.77% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.449 | 0.396 |
|---|---|---|
| 1M High / 1M Low: | 0.449 | 0.347 |
| 6M High / 6M Low: | 0.449 | 0.076 |
| High (YTD): | 16/05/2024 | 0.449 |
| Low (YTD): | 02/01/2024 | 0.077 |
| 52W High: | 16/05/2024 | 0.449 |
| 52W Low: | 26/09/2023 | 0.059 |
| Avg. price 1W: | 0.429 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.397 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.199 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.142 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 69.29% | |
| Volatility 6M: | 99.49% | |
| Volatility 1Y: | 108.29% | |
| Volatility 3Y: | - |
