RBI Call 27.5 PAL 21.03.2025
/ AT0000A376D0
RBI Call 27.5 PAL 21.03.2025/ AT0000A376D0 /
2024-09-02 9:16:06 AM |
Chg.0.000 |
Bid10:51:10 AM |
Ask10:51:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
0.00% |
0.056 Bid Size: 10,000 |
0.076 Ask Size: 10,000 |
Palfinger AG |
27.50 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A39 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Palfinger AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.50 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
-0.57 |
Time value: |
0.08 |
Break-even: |
28.31 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.02 |
Spread %: |
32.79% |
Delta: |
0.26 |
Theta: |
-0.01 |
Omega: |
6.96 |
Rho: |
0.03 |
Quote data
Open: |
0.060 |
High: |
0.060 |
Low: |
0.060 |
Previous Close: |
0.060 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.23% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-63.41% |
YTD |
|
|
-79.24% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.058 |
1M High / 1M Low: |
0.080 |
0.058 |
6M High / 6M Low: |
0.221 |
0.058 |
High (YTD): |
2024-01-02 |
0.307 |
Low (YTD): |
2024-08-29 |
0.058 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.061 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.068 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.129 |
Avg. volume 6M: |
|
19.685 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.92% |
Volatility 6M: |
|
136.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |