RBI Call 26 IIA 21.03.2025
/ AT0000A3D661
RBI Call 26 IIA 21.03.2025/ AT0000A3D661 /
2024-07-26 9:15:31 AM |
Chg.+0.007 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.484EUR |
+1.47% |
- Bid Size: - |
- Ask Size: - |
Immofinanz AG |
26.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1EM4 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-05-29 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.49 |
Historic volatility: |
0.16 |
Parity: |
0.13 |
Time value: |
0.39 |
Break-even: |
31.15 |
Moneyness: |
1.05 |
Premium: |
0.14 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
4.04% |
Delta: |
0.65 |
Theta: |
-0.01 |
Omega: |
3.42 |
Rho: |
0.08 |
Quote data
Open: |
0.484 |
High: |
0.484 |
Low: |
0.484 |
Previous Close: |
0.477 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.15% |
1 Month |
|
|
+79.26% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.477 |
0.424 |
1M High / 1M Low: |
0.488 |
0.267 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.448 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.429 |
Avg. volume 1M: |
|
272.727 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |