RBI Call 20 IIA 21.03.2025/  AT0000A37603  /

EUWAX
7/26/2024  9:16:24 AM Chg.+0.008 Bid12:34:21 PM Ask12:34:21 PM Underlying Strike price Expiration date Option type
0.891EUR +0.91% 0.888
Bid Size: 10,000
0.898
Ask Size: 10,000
Immofinanz AG 20.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.97
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.73
Implied volatility: 0.57
Historic volatility: 0.16
Parity: 0.73
Time value: 0.19
Break-even: 29.16
Moneyness: 1.36
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.83
Theta: -0.01
Omega: 2.47
Rho: 0.09
 

Quote data

Open: 0.891
High: 0.891
Low: 0.891
Previous Close: 0.883
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.86%
1 Month  
+54.69%
3 Months  
+102.50%
YTD  
+152.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.883 0.811
1M High / 1M Low: 0.883 0.576
6M High / 6M Low: 0.883 0.328
High (YTD): 7/25/2024 0.883
Low (YTD): 3/5/2024 0.328
52W High: - -
52W Low: - -
Avg. price 1W:   0.845
Avg. volume 1W:   0.000
Avg. price 1M:   0.809
Avg. volume 1M:   0.000
Avg. price 6M:   0.524
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.06%
Volatility 6M:   60.63%
Volatility 1Y:   -
Volatility 3Y:   -