RBI Call 112.5 DOCOF 21.03.2025
/ AT0000A375S0
RBI Call 112.5 DOCOF 21.03.2025/ AT0000A375S0 /
03/09/2024 09:15:13 |
Chg.-0.07 |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
4.06EUR |
-1.69% |
- Bid Size: - |
- Ask Size: - |
Do & Co AG |
112.50 - |
21/03/2025 |
Call |
Master data
WKN: |
RC1A3N |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Do & Co AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
112.50 - |
Maturity: |
21/03/2025 |
Issue date: |
26/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.03 |
Intrinsic value: |
3.75 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
3.75 |
Time value: |
0.35 |
Break-even: |
153.50 |
Moneyness: |
1.33 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
0.49% |
Delta: |
0.92 |
Theta: |
-0.02 |
Omega: |
3.38 |
Rho: |
0.53 |
Quote data
Open: |
4.06 |
High: |
4.06 |
Low: |
4.06 |
Previous Close: |
4.13 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.75% |
1 Month |
|
|
-8.97% |
3 Months |
|
|
+11.54% |
YTD |
|
|
+41.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.23 |
3.99 |
1M High / 1M Low: |
4.23 |
3.39 |
6M High / 6M Low: |
5.82 |
3.02 |
High (YTD): |
16/07/2024 |
5.82 |
Low (YTD): |
24/01/2024 |
2.33 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.19 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.04% |
Volatility 6M: |
|
89.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |