RBI Call 25 IIA 21.03.2025
/ AT0000A3D653
RBI Call 25 IIA 21.03.2025/ AT0000A3D653 /
16/08/2024 09:15:17 |
Chg.+0.018 |
Bid17:11:12 |
Ask17:11:12 |
Underlying |
Strike price |
Expiration date |
Option type |
0.714EUR |
+2.59% |
0.745 Bid Size: 10,000 |
0.765 Ask Size: 10,000 |
Immofinanz AG |
25.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1EM3 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
29/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.50 |
Historic volatility: |
0.17 |
Parity: |
0.48 |
Time value: |
0.25 |
Break-even: |
32.31 |
Moneyness: |
1.19 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
2.81% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
3.10 |
Rho: |
0.09 |
Quote data
Open: |
0.714 |
High: |
0.714 |
Low: |
0.714 |
Previous Close: |
0.696 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
+42.52% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.712 |
0.693 |
1M High / 1M Low: |
0.712 |
0.479 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.701 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.572 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |