RBI Call 112.5 DOCOF 21.03.2025
/ AT0000A375S0
RBI Call 112.5 DOCOF 21.03.2025/ AT0000A375S0 /
| 11/8/2024 9:15:05 AM |
Chg.-0.06 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.13EUR |
-1.88% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
112.50 - |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
2.91 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
2.91 |
| Time value: |
0.17 |
| Break-even: |
143.30 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
1.32% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
4.38 |
| Rho: |
0.38 |
Quote data
| Open: |
3.13 |
| High: |
3.13 |
| Low: |
3.13 |
| Previous Close: |
3.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.32% |
| 1 Month |
|
|
-20.36% |
| 3 Months |
|
|
-18.70% |
| YTD |
|
|
+9.44% |
| 1 Year |
|
|
+47.64% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
3.00 |
| 1M High / 1M Low: |
3.94 |
3.00 |
| 6M High / 6M Low: |
5.82 |
2.33 |
| High (YTD): |
7/16/2024 |
5.82 |
| Low (YTD): |
10/2/2024 |
2.33 |
| 52W High: |
7/16/2024 |
5.82 |
| 52W Low: |
11/13/2023 |
2.10 |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
1.92 |
| Avg. price 1Y: |
|
3.60 |
| Avg. volume 1Y: |
|
.98 |
| Volatility 1M: |
|
114.50% |
| Volatility 6M: |
|
104.42% |
| Volatility 1Y: |
|
97.29% |
| Volatility 3Y: |
|
- |
