RBI Call 22 IIA 21.03.2025
/ AT0000A37629
RBI Call 22 IIA 21.03.2025/ AT0000A37629 /
| 7/25/2024 9:16:09 AM |
Chg.+0.020 |
Bid2:28:35 PM |
Ask2:28:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.735EUR |
+2.80% |
0.747
Bid Size: 10,000 |
0.757
Ask Size: 10,000 |
Immofinanz AG |
22.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.16 |
| Parity: |
0.53 |
| Time value: |
0.23 |
| Break-even: |
29.55 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.34% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
2.83 |
| Rho: |
0.09 |
Quote data
| Open: |
0.735 |
| High: |
0.735 |
| Low: |
0.735 |
| Previous Close: |
0.715 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.25% |
| 1 Month |
|
|
+82.38% |
| 3 Months |
|
|
+110.00% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.715 |
0.669 |
| 1M High / 1M Low: |
0.742 |
0.403 |
| 6M High / 6M Low: |
0.742 |
0.225 |
| High (YTD): |
7/8/2024 |
0.742 |
| Low (YTD): |
1/15/2024 |
0.224 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.689 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.76% |
| Volatility 6M: |
|
71.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
