RBI Call 14 SPI 20.09.2024
/ AT0000A33KA5
RBI Call 14 SPI 20.09.2024/ AT0000A33KA5 /
| 2024-05-22 9:15:53 AM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.407EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
14.00 - |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| 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: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.56% |
| 1 Month |
|
|
+14.97% |
| 3 Months |
|
|
+103.50% |
| YTD |
|
|
+415.19% |
| 1 Year |
|
|
+247.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.432 |
0.393 |
| 1M High / 1M Low: |
0.432 |
0.330 |
| 6M High / 6M Low: |
0.432 |
0.075 |
| High (YTD): |
2024-05-17 |
0.432 |
| Low (YTD): |
2024-01-04 |
0.080 |
| 52W High: |
2024-05-17 |
0.432 |
| 52W Low: |
2023-09-18 |
0.053 |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
80.645 |
| Avg. price 1Y: |
|
0.165 |
| Avg. volume 1Y: |
|
39.216 |
| Volatility 1M: |
|
65.81% |
| Volatility 6M: |
|
99.92% |
| Volatility 1Y: |
|
105.98% |
| Volatility 3Y: |
|
- |
