RBI Call 20 IIA 21.03.2025
/ AT0000A37603
RBI Call 20 IIA 21.03.2025/ AT0000A37603 /
28/08/2024 09:16:20 |
Chg.+0.02 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.20EUR |
+1.69% |
- Bid Size: - |
- Ask Size: - |
Immofinanz AG |
20.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A3W |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
26/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.56 |
Historic volatility: |
0.17 |
Parity: |
1.08 |
Time value: |
0.12 |
Break-even: |
31.90 |
Moneyness: |
1.54 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
0.90 |
Theta: |
-0.01 |
Omega: |
2.32 |
Rho: |
0.09 |
Quote data
Open: |
1.20 |
High: |
1.20 |
Low: |
1.20 |
Previous Close: |
1.18 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.69% |
1 Month |
|
|
+34.83% |
3 Months |
|
|
+114.29% |
YTD |
|
|
+242.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.20 |
1.18 |
1M High / 1M Low: |
1.20 |
0.88 |
6M High / 6M Low: |
1.20 |
0.33 |
High (YTD): |
23/08/2024 |
1.20 |
Low (YTD): |
05/03/2024 |
0.33 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.64 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
44.74% |
Volatility 6M: |
|
60.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |