RBI Call 122.5 DOCOF 21.03.2025
/ AT0000A375U6
RBI Call 122.5 DOCOF 21.03.2025/ AT0000A375U6 /
| 2024-06-27 9:16:52 AM |
Chg.-0.05 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.28EUR |
-1.15% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
122.50 - |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3Q |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Do & Co AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
3.85 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
3.85 |
| Time value: |
0.49 |
| Break-even: |
165.90 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.76 |
Quote data
| Open: |
4.28 |
| High: |
4.28 |
| Low: |
4.28 |
| Previous Close: |
4.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.23% |
| 1 Month |
|
|
+35.87% |
| 3 Months |
|
|
+45.58% |
| YTD |
|
|
+89.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.63 |
4.29 |
| 1M High / 1M Low: |
4.63 |
2.64 |
| 6M High / 6M Low: |
4.63 |
1.79 |
| High (YTD): |
2024-06-25 |
4.63 |
| Low (YTD): |
2024-01-24 |
1.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.84% |
| Volatility 6M: |
|
110.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
