RBI Call 12 T1L 20.09.2024
/ AT0000A33K91
RBI Call 12 T1L 20.09.2024/ AT0000A33K91 /
| 2024-05-03 9:15:34 AM |
Chg.-0.005 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
12.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC0839 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.52 |
| Time value: |
0.02 |
| Break-even: |
17.39 |
| Moneyness: |
1.43 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
3.15 |
| Rho: |
0.04 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.535 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.95% |
| 1 Month |
|
|
-5.69% |
| 3 Months |
|
|
+67.72% |
| YTD |
|
|
+223.17% |
| 1 Year |
|
|
+103.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.542 |
0.505 |
| 1M High / 1M Low: |
0.562 |
0.483 |
| 6M High / 6M Low: |
0.612 |
0.158 |
| High (YTD): |
2024-04-02 |
0.612 |
| Low (YTD): |
2024-01-04 |
0.167 |
| 52W High: |
2024-04-02 |
0.612 |
| 52W Low: |
2023-09-18 |
0.113 |
| Avg. price 1W: |
|
0.529 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.258 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
63.23% |
| Volatility 6M: |
|
74.23% |
| Volatility 1Y: |
|
81.61% |
| Volatility 3Y: |
|
- |
