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RBI Call 20 IIA 21.03.2025/  AT0000A37603  /

EUWAX
04/10/2024  09:15:09 Chg.-0.021 Bid17:30:00 Ask17:30:00 Underlying Strike price Expiration date Option type
0.233EUR -8.27% -
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: 6.53
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.33
Parity: -0.20
Time value: 0.28
Break-even: 22.75
Moneyness: 0.90
Premium: 0.27
Premium p.a.: 0.67
Spread abs.: 0.02
Spread %: 7.84%
Delta: 0.52
Theta: -0.01
Omega: 3.38
Rho: 0.03
 

Quote data

Open: 0.233
High: 0.233
Low: 0.233
Previous Close: 0.254
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.67%
1 Month
  -74.89%
3 Months
  -71.48%
YTD
  -33.99%
1 Year  
+4.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.283 0.240
1M High / 1M Low: 0.928 0.240
6M High / 6M Low: 1.330 0.240
High (YTD): 03/09/2024 1.330
Low (YTD): 01/10/2024 0.240
52W High: 03/09/2024 1.330
52W Low: 21/11/2023 0.198
Avg. price 1W:   0.264
Avg. volume 1W:   1,000
Avg. price 1M:   0.560
Avg. volume 1M:   227.273
Avg. price 6M:   0.699
Avg. volume 6M:   38.462
Avg. price 1Y:   0.509
Avg. volume 1Y:   19.608
Volatility 1M:   206.19%
Volatility 6M:   112.81%
Volatility 1Y:   91.97%
Volatility 3Y:   -