RBI Call 26 ATS 21.03.2025
/ AT0000A37850
RBI Call 26 ATS 21.03.2025/ AT0000A37850 /
2024-07-25 9:16:14 AM |
Chg.-0.008 |
Bid11:13:21 AM |
Ask11:13:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
-9.88% |
0.065 Bid Size: 10,000 |
0.085 Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
26.00 - |
2025-03-21 |
Call |
Master data
WKN: |
RC1A5H |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.42 |
Parity: |
-0.67 |
Time value: |
0.10 |
Break-even: |
26.98 |
Moneyness: |
0.74 |
Premium: |
0.40 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.02 |
Spread %: |
25.64% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
5.43 |
Rho: |
0.03 |
Quote data
Open: |
0.073 |
High: |
0.073 |
Low: |
0.073 |
Previous Close: |
0.081 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.72% |
1 Month |
|
|
-51.01% |
3 Months |
|
|
-39.67% |
YTD |
|
|
-85.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.101 |
0.081 |
1M High / 1M Low: |
0.158 |
0.081 |
6M High / 6M Low: |
0.351 |
0.048 |
High (YTD): |
2024-01-02 |
0.445 |
Low (YTD): |
2024-03-20 |
0.048 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.120 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.74% |
Volatility 6M: |
|
207.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |