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RBI Call 31.8192 XD4 21.03.2025/  AT0000A37C55  /

Stuttgart
09/10/2024  09:38:04 Chg.+0.006 Bid17:29:59 Ask17:29:59 Underlying Strike price Expiration date Option type
0.791EUR +0.76% -
Bid Size: -		 -
Ask Size: -		 STRABAG SE 31.8192 EUR 21/03/2025 Call
 

Master data

WKN: RC1A9D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: STRABAG SE
Type: Warrant
Option type: Call
Strike price: 31.82 EUR
Maturity: 21/03/2025
Issue date: 05/10/2023
Last trading day: 20/03/2025
Ratio: 7.96:1
Exercise type: American
Quanto: -
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.71
Implied volatility: 0.23
Historic volatility: 0.27
Parity: 0.71
Time value: 0.10
Break-even: 38.26
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.53%
Delta: 0.90
Theta: -0.01
Omega: 5.21
Rho: 0.12
 

Quote data

Open: 0.791
High: 0.791
Low: 0.791
Previous Close: 0.785
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.76%
1 Month
  -12.69%
3 Months
  -19.29%
YTD  
+70.84%
1 Year  
+216.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.761
1M High / 1M Low: 1.070 0.761
6M High / 6M Low: 1.360 0.752
High (YTD): 13/06/2024 1.360
Low (YTD): 18/03/2024 0.433
52W High: 13/06/2024 1.360
52W Low: 27/10/2023 0.250
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   0.899
Avg. volume 1M:   0.000
Avg. price 6M:   1.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.752
Avg. volume 1Y:   0.000
Volatility 1M:   99.68%
Volatility 6M:   80.97%
Volatility 1Y:   124.74%
Volatility 3Y:   -