RBI Call/ATX 23-25/ AT0000A37AQ3 /
2024-04-30 9:18:18 AM | Chg.+0.170 | Bid5:29:54 PM | Ask5:29:54 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.080EUR | +5.84% | - Bid Size: - |
- Ask Size: - |
ATX | 3,600.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A72 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,600.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-03-20 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 11.46 |
Leverage: | Yes |
Calculated values
Fair value: | 1.99 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.11 |
Parity: | -0.36 |
Time value: | 3.11 |
Break-even: | 3,911.00 |
Moneyness: | 0.99 |
Premium: | 0.10 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.07 |
Spread %: | 2.30% |
Delta: | 0.59 |
Theta: | -0.59 |
Omega: | 6.74 |
Rho: | 15.90 |
Quote data
Open: | 3.080 |
---|---|
High: | 3.080 |
Low: | 3.080 |
Previous Close: | 2.910 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -2.53% | ||
---|---|---|---|
1 Month | +22.71% | ||
3 Months | +20.31% | ||
YTD | +18.92% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 3.160 | 2.910 |
---|---|---|
1M High / 1M Low: | 3.160 | 2.640 |
6M High / 6M Low: | 3.160 | 1.250 |
High (YTD): | 2024-04-23 | 3.160 |
Low (YTD): | 2024-03-11 | 1.770 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.040 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.893 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.247 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 79.06% | |
Volatility 6M: | 95.93% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |