RBI Call 20 IIA 21.03.2025
/ AT0000A37603
RBI Call 20 IIA 21.03.2025/ AT0000A37603 /
| 7/5/2024 12:30:57 PM |
Chg.+0.032 |
Bid2:11:04 PM |
Ask2:11:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.849EUR |
+3.92% |
0.856
Bid Size: 10,000 |
0.866
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: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.16 |
| Parity: |
0.65 |
| Time value: |
0.20 |
| Break-even: |
28.52 |
| Moneyness: |
1.33 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.54 |
| Rho: |
0.09 |
Quote data
| Open: |
0.851 |
| High: |
0.851 |
| Low: |
0.843 |
| Previous Close: |
0.817 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.50% |
| 1 Month |
|
|
+49.47% |
| 3 Months |
|
|
+84.97% |
| YTD |
|
|
+140.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.622 |
| 1M High / 1M Low: |
0.830 |
0.518 |
| 6M High / 6M Low: |
0.830 |
0.328 |
| High (YTD): |
7/3/2024 |
0.830 |
| Low (YTD): |
3/5/2024 |
0.328 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.779 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.465 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.50% |
| Volatility 6M: |
|
62.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
