RBI Call 122.5 DOCOF 21.03.2025
/ AT0000A375U6
RBI Call 122.5 DOCOF 21.03.2025/ AT0000A375U6 /
| 18/09/2024 09:16:09 |
Chg.-0.14 |
Bid17:30:01 |
Ask17:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
-5.11% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
122.50 - |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
2.11 |
| Time value: |
0.55 |
| Break-even: |
149.10 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
4.43 |
| Rho: |
0.46 |
Quote data
| Open: |
2.60 |
| High: |
2.60 |
| Low: |
2.60 |
| Previous Close: |
2.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.17% |
| 1 Month |
|
|
-19.00% |
| 3 Months |
|
|
-36.43% |
| YTD |
|
|
+15.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.57 |
| 1M High / 1M Low: |
3.37 |
2.57 |
| 6M High / 6M Low: |
4.92 |
2.38 |
| High (YTD): |
16/07/2024 |
4.92 |
| Low (YTD): |
24/01/2024 |
1.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
14.53 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.61% |
| Volatility 6M: |
|
100.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
