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RBI Call 25 PAL 21.03.2025/  AT0000A376C2  /

EUWAX
08/10/2024  09:16:01 Chg.-0.005 Bid20:00:00 Ask20:00:00 Underlying Strike price Expiration date Option type
0.085EUR -5.56% -
Bid Size: -		 -
Ask Size: -		 Palfinger AG 25.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A38
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Palfinger AG
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.64
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -0.32
Time value: 0.11
Break-even: 26.11
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 21.98%
Delta: 0.35
Theta: -0.01
Omega: 6.91
Rho: 0.03
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.81%
1 Month
  -5.56%
3 Months
  -48.17%
YTD
  -78.26%
1 Year
  -69.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.106 0.090
1M High / 1M Low: 0.112 0.086
6M High / 6M Low: 0.290 0.086
High (YTD): 02/01/2024 0.413
Low (YTD): 09/09/2024 0.086
52W High: 02/01/2024 0.413
52W Low: 09/09/2024 0.086
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.171
Avg. volume 6M:   0.000
Avg. price 1Y:   0.240
Avg. volume 1Y:   23.622
Volatility 1M:   109.97%
Volatility 6M:   119.15%
Volatility 1Y:   121.17%
Volatility 3Y:   -