RBI Call 22 IIA 21.03.2025
/ AT0000A37629
RBI Call 22 IIA 21.03.2025/ AT0000A37629 /
| 2024-08-30 9:16:25 AM |
Chg.0.00 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Immofinanz AG |
22.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3Y |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.17 |
| Parity: |
0.96 |
| Time value: |
0.17 |
| Break-even: |
33.20 |
| Moneyness: |
1.43 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
2.42 |
| Rho: |
0.09 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.96% |
| 1 Month |
|
|
+40.00% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+320.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
1.02 |
| 1M High / 1M Low: |
1.05 |
0.74 |
| 6M High / 6M Low: |
1.05 |
0.22 |
| High (YTD): |
2024-08-30 |
1.05 |
| Low (YTD): |
2024-01-15 |
0.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.98% |
| Volatility 6M: |
|
70.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
