RBI Call 24 ATS 21.03.2025
/ AT0000A378D6
RBI Call 24 ATS 21.03.2025/ AT0000A378D6 /
| 2024-07-25 9:16:14 AM |
Chg.-0.011 |
Bid11:16:40 AM |
Ask11:16:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
-9.48% |
0.094
Bid Size: 10,000 |
0.114
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
24.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5R |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
-0.47 |
| Time value: |
0.13 |
| Break-even: |
25.31 |
| Moneyness: |
0.80 |
| Premium: |
0.31 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
18.02% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
5.14 |
| Rho: |
0.04 |
Quote data
| Open: |
0.105 |
| High: |
0.105 |
| Low: |
0.105 |
| Previous Close: |
0.116 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-48.28% |
| 3 Months |
|
|
-33.12% |
| YTD |
|
|
-82.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.116 |
| 1M High / 1M Low: |
0.215 |
0.116 |
| 6M High / 6M Low: |
0.430 |
0.065 |
| High (YTD): |
2024-01-02 |
0.544 |
| Low (YTD): |
2024-03-20 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.191 |
| Avg. volume 6M: |
|
23.622 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.02% |
| Volatility 6M: |
|
192.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
