RBI Call/S Immo 23-24/ AT0000A33K91 /
2024-04-24 9:15:00 AM | Chg.-0.010 | Bid4:51:19 PM | Ask4:51:19 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.532EUR | -1.85% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 12.00 - | 2024-09-20 | Call |
Master data
WKN: | RC0839 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | S IMMO AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 - |
Maturity: | 2024-09-20 |
Issue date: | 2023-03-30 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.19 |
Leverage: | Yes |
Calculated values
Fair value: | 0.54 |
---|---|
Intrinsic value: | 0.52 |
Implied volatility: | 0.28 |
Historic volatility: | 0.23 |
Parity: | 0.52 |
Time value: | 0.02 |
Break-even: | 17.39 |
Moneyness: | 1.43 |
Premium: | 0.01 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.02 |
Spread %: | 3.85% |
Delta: | 0.99 |
Theta: | 0.00 |
Omega: | 3.15 |
Rho: | 0.04 |
Quote data
Open: | 0.532 |
---|---|
High: | 0.532 |
Low: | 0.532 |
Previous Close: | 0.542 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -11.19% | ||
3 Months | +68.35% | ||
YTD | +228.40% | ||
1 Year | +102.28% | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.542 | 0.492 |
6M High / 6M Low: | 0.599 | 0.159 |
High (YTD): | 2024-04-02 | 0.599 |
Low (YTD): | 2024-01-02 | 0.161 |
52W High: | 2024-04-02 | 0.599 |
52W Low: | 2023-09-19 | 0.123 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.525 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.274 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.226 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 49.09% | |
Volatility 6M: | 81.78% | |
Volatility 1Y: | 83.35% | |
Volatility 3Y: | - |