RBI Call 20 IIA 21.03.2025
/ AT0000A37603
RBI Call 20 IIA 21.03.2025/ AT0000A37603 /
04/10/2024 09:15:09 |
Chg.-0.021 |
Bid22:00:31 |
Ask22:00:31 |
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: |
6.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.70 |
Historic volatility: |
0.33 |
Parity: |
-0.21 |
Time value: |
0.27 |
Break-even: |
22.69 |
Moneyness: |
0.90 |
Premium: |
0.26 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.02 |
Spread %: |
8.03% |
Delta: |
0.51 |
Theta: |
-0.01 |
Omega: |
3.43 |
Rho: |
0.03 |
Quote data
Open: |
0.233 |
High: |
0.233 |
Low: |
0.233 |
Previous Close: |
0.254 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.67% |
1 Month |
|
|
-70.54% |
3 Months |
|
|
-72.84% |
YTD |
|
|
-33.99% |
1 Year |
|
|
+4.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.233 |
1M High / 1M Low: |
0.791 |
0.233 |
6M High / 6M Low: |
1.330 |
0.233 |
High (YTD): |
03/09/2024 |
1.330 |
Low (YTD): |
04/10/2024 |
0.233 |
52W High: |
03/09/2024 |
1.330 |
52W Low: |
21/11/2023 |
0.198 |
Avg. price 1W: |
|
0.254 |
Avg. volume 1W: |
|
1,000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
227.273 |
Avg. price 6M: |
|
0.697 |
Avg. volume 6M: |
|
38.462 |
Avg. price 1Y: |
|
0.509 |
Avg. volume 1Y: |
|
19.608 |
Volatility 1M: |
|
203.58% |
Volatility 6M: |
|
113.31% |
Volatility 1Y: |
|
92.34% |
Volatility 3Y: |
|
- |