RBI Call/ATX 23-25/ AT0000A37AM2 /
2024-05-03 9:15:00 AM | Chg.+0.220 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.960EUR | +4.64% | - Bid Size: - |
- Ask Size: - |
ATX | 3,300.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A7Z |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,300.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-03-20 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 7.18 |
Leverage: | Yes |
Calculated values
Fair value: | 4.24 |
---|---|
Intrinsic value: | 2.91 |
Implied volatility: | 0.20 |
Historic volatility: | 0.11 |
Parity: | 2.91 |
Time value: | 2.09 |
Break-even: | 3,800.00 |
Moneyness: | 1.09 |
Premium: | 0.06 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.07 |
Spread %: | 1.42% |
Delta: | 0.77 |
Theta: | -0.56 |
Omega: | 5.51 |
Rho: | 19.72 |
Quote data
Open: | 4.960 |
---|---|
High: | 4.960 |
Low: | 4.960 |
Previous Close: | 4.740 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +9.25% | ||
---|---|---|---|
1 Month | +13.24% | ||
3 Months | +25.25% | ||
YTD | +24.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 4.960 | 4.540 |
---|---|---|
1M High / 1M Low: | 4.960 | 4.190 |
6M High / 6M Low: | 4.960 | 2.480 |
High (YTD): | 2024-05-03 | 4.960 |
Low (YTD): | 2024-03-05 | 3.030 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.747 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.599 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.703 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 64.94% | |
Volatility 6M: | 76.59% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |