RBI Call 3400 ATX 20.09.2024
/ AT0000A33D74
RBI Call 3400 ATX 20.09.2024/ AT0000A33D74 /
| 2024-05-27 9:16:01 AM |
Chg.+0.14 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.81EUR |
+3.81% |
-
Bid Size: - |
-
Ask Size: - |
ATX |
3,400.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
RC08YB |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,400.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-03-30 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.11 |
| Parity: |
3.47 |
| Time value: |
0.54 |
| Break-even: |
3,801.00 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.07 |
| Spread %: |
1.78% |
| Delta: |
0.91 |
| Theta: |
-0.53 |
| Omega: |
8.53 |
| Rho: |
9.59 |
Quote data
| Open: |
3.81 |
| High: |
3.81 |
| Low: |
3.81 |
| Previous Close: |
3.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.55% |
| 1 Month |
|
|
+43.23% |
| 3 Months |
|
|
+139.62% |
| YTD |
|
|
+58.09% |
| 1 Year |
|
|
+58.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.93 |
3.67 |
| 1M High / 1M Low: |
3.93 |
2.52 |
| 6M High / 6M Low: |
3.93 |
1.41 |
| High (YTD): |
2024-05-21 |
3.93 |
| Low (YTD): |
2024-03-05 |
1.41 |
| 52W High: |
2024-05-21 |
3.93 |
| 52W Low: |
2023-10-27 |
0.94 |
| Avg. price 1W: |
|
3.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.81% |
| Volatility 6M: |
|
94.24% |
| Volatility 1Y: |
|
102.97% |
| Volatility 3Y: |
|
- |
