RBI Call/ATX 23-25/ AT0000A37AR1 /
2024-05-03 9:15:00 AM | Chg.+0.150 | Bid5:26:22 PM | Ask5:26:22 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.710EUR | +5.86% | - Bid Size: - |
- Ask Size: - |
ATX | 3,700.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A73 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ATX |
Type: | Warrant |
Option type: | Call |
Strike price: | 3,700.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-03-20 |
Ratio: | 100:1 |
Exercise type: | European |
Quanto: | - |
Gearing: | 13.01 |
Leverage: | Yes |
Calculated values
Fair value: | 1.61 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.11 |
Parity: | -1.09 |
Time value: | 2.76 |
Break-even: | 3,976.00 |
Moneyness: | 0.97 |
Premium: | 0.11 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.07 |
Spread %: | 2.60% |
Delta: | 0.55 |
Theta: | -0.60 |
Omega: | 7.11 |
Rho: | 14.82 |
Quote data
Open: | 2.710 |
---|---|
High: | 2.710 |
Low: | 2.710 |
Previous Close: | 2.560 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +6.69% | ||
---|---|---|---|
1 Month | +19.38% | ||
3 Months | +31.55% | ||
YTD | +26.05% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 2.710 | 2.400 |
---|---|---|
1M High / 1M Low: | 2.710 | 2.160 |
6M High / 6M Low: | 2.710 | 1.200 |
High (YTD): | 2024-05-03 | 2.710 |
Low (YTD): | 2024-03-11 | 1.400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.557 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 2.436 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 1.915 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 86.68% | |
Volatility 6M: | 100.75% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |