RBI Call 23 IIA 21.03.2025
/ AT0000A3B4T2
RBI Call 23 IIA 21.03.2025/ AT0000A3B4T2 /
30/08/2024 09:16:51 |
Chg.-0.004 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.971EUR |
-0.41% |
- Bid Size: - |
- Ask Size: - |
Immofinanz AG |
23.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1DAU |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
23.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
11/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.86 |
Implied volatility: |
0.58 |
Historic volatility: |
0.17 |
Parity: |
0.86 |
Time value: |
0.19 |
Break-even: |
33.40 |
Moneyness: |
1.37 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.97% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
2.55 |
Rho: |
0.09 |
Quote data
Open: |
0.971 |
High: |
0.971 |
Low: |
0.971 |
Previous Close: |
0.975 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.25% |
1 Month |
|
|
+42.79% |
3 Months |
|
|
+179.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.975 |
0.937 |
1M High / 1M Low: |
0.975 |
0.672 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.958 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.856 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |