RBI Call/ATX 23-24/ AT0000A33D82 /
| 2024-05-20 9:15:00 AM | Chg.+0.080 | Bid5:29:45 PM | Ask5:29:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.140EUR | +2.61% | - Bid Size: - |
- Ask Size: - |
ATX | 3,500.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC08YC |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,500.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 12.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.99 |
|---|---|
| Intrinsic value: | 2.47 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.11 |
| Parity: | 2.47 |
| Time value: | 0.61 |
| Break-even: | 3,808.00 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.07 |
| Spread %: | 2.33% |
| Delta: | 0.87 |
| Theta: | -0.56 |
| Omega: | 10.57 |
| Rho: | 9.37 |
Quote data
| Open: | 3.140 |
|---|---|
| High: | 3.140 |
| Low: | 3.140 |
| Previous Close: | 3.060 |
| Turnover: | - |
| Market phase: | PT |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +50.96% | ||
| 3 Months | +105.23% | ||
| YTD | +65.26% | ||
| 1 Year | +55.45% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.140 | 1.890 |
| 6M High / 6M Low: | 3.140 | 1.000 |
| High (YTD): | 2024-05-20 | 3.140 |
| Low (YTD): | 2024-03-05 | 1.000 |
| 52W High: | 2024-05-20 | 3.140 |
| 52W Low: | 2023-10-24 | 0.749 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.495 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.790 | |
| Avg. volume 6M: | 62.500 | |
| Avg. price 1Y: | 1.690 | |
| Avg. volume 1Y: | 21.739 | |
| Volatility 1M: | 108.17% | |
| Volatility 6M: | 119.53% | |
| Volatility 1Y: | 121.45% | |
| Volatility 3Y: | - |
