RBI Call 21 IIA 21.03.2025
/ AT0000A37611
RBI Call 21 IIA 21.03.2025/ AT0000A37611 /
28/08/2024 09:16:20 |
Chg.+0.01 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
+0.91% |
- Bid Size: - |
- Ask Size: - |
Immofinanz AG |
21.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A3X |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
21.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
26/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.02 |
Intrinsic value: |
0.98 |
Implied volatility: |
0.56 |
Historic volatility: |
0.17 |
Parity: |
0.98 |
Time value: |
0.14 |
Break-even: |
32.10 |
Moneyness: |
1.46 |
Premium: |
0.04 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.91% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
2.43 |
Rho: |
0.09 |
Quote data
Open: |
1.11 |
High: |
1.11 |
Low: |
1.11 |
Previous Close: |
1.10 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.91% |
1 Month |
|
|
+37.04% |
3 Months |
|
|
+126.53% |
YTD |
|
|
+282.76% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
1.10 |
1M High / 1M Low: |
1.12 |
0.81 |
6M High / 6M Low: |
1.12 |
0.27 |
High (YTD): |
23/08/2024 |
1.12 |
Low (YTD): |
15/01/2024 |
0.27 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.97 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
46.91% |
Volatility 6M: |
|
65.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |