RBI Call/ATX 23-24/ AT0000A33DB8 /
| 2024-05-20 9:15:00 AM | Chg.+0.050 | Bid1:15:30 PM | Ask1:15:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.340EUR | +3.88% | 1.320 Bid Size: 10,000 |
1.390 Ask Size: 10,000 |
ATX | 3,800.00 - | 2024-09-20 | Call |
Master data
| WKN: | RC08YF |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ATX |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3,800.00 - |
| Maturity: | 2024-09-20 |
| Issue date: | 2023-03-30 |
| Last trading day: | 2024-09-19 |
| Ratio: | 100:1 |
| Exercise type: | European |
| Quanto: | - |
| Gearing: | 27.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.11 |
| Parity: | -0.85 |
| Time value: | 1.37 |
| Break-even: | 3,937.00 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.07 |
| Spread %: | 5.38% |
| Delta: | 0.48 |
| Theta: | -0.85 |
| Omega: | 13.03 |
| Rho: | 5.19 |
Quote data
| Open: | 1.340 |
|---|---|
| High: | 1.340 |
| Low: | 1.340 |
| Previous Close: | 1.290 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +69.41% | ||
| 3 Months | +252.63% | ||
| YTD | +66.05% | ||
| 1 Year | +14.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.340 | 0.638 |
| 6M High / 6M Low: | 1.340 | 0.270 |
| High (YTD): | 2024-05-20 | 1.340 |
| Low (YTD): | 2024-03-05 | 0.270 |
| 52W High: | 2024-05-20 | 1.340 |
| 52W Low: | 2023-10-24 | 0.266 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.980 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.678 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.756 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 184.94% | |
| Volatility 6M: | 182.62% | |
| Volatility 1Y: | 167.06% | |
| Volatility 3Y: | - |
