RBI Call 18 IIA 21.03.2025
/ AT0000A375Y8
RBI Call 18 IIA 21.03.2025/ AT0000A375Y8 /
| 18/09/2024 09:16:09 |
Chg.-0.192 |
Bid17:15:22 |
Ask17:15:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.651EUR |
-22.78% |
0.672
Bid Size: 10,000 |
0.692
Ask Size: 10,000 |
Immofinanz AG |
18.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A3U |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.19 |
| Break-even: |
24.53 |
| Moneyness: |
1.26 |
| Premium: |
0.08 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
2.71 |
| Rho: |
0.06 |
Quote data
| Open: |
0.651 |
| High: |
0.651 |
| Low: |
0.651 |
| Previous Close: |
0.843 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.74% |
| 1 Month |
|
|
-48.74% |
| 3 Months |
|
|
-11.55% |
| YTD |
|
|
+34.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.943 |
0.843 |
| 1M High / 1M Low: |
1.510 |
0.827 |
| 6M High / 6M Low: |
1.510 |
0.562 |
| High (YTD): |
03/09/2024 |
1.510 |
| Low (YTD): |
05/03/2024 |
0.453 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.903 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.863 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.06% |
| Volatility 6M: |
|
72.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
