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RBI Call 31.8192 XD4 21.03.2025/  AT0000A37C55  /

Stuttgart
11/12/2024  9:15:04 AM Chg.+0.006 Bid2:50:55 PM Ask2:50:55 PM Underlying Strike price Expiration date Option type
0.815EUR +0.74% 0.825
Bid Size: 10,000		 0.845
Ask Size: 10,000		 STRABAG SE 31.8192 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/5/2023
Last trading day: 3/20/2025
Ratio: 7.96:1
Exercise type: American
Quanto: -
Gearing: 5.80
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.78
Implied volatility: 0.15
Historic volatility: 0.27
Parity: 0.78
Time value: 0.05
Break-even: 38.37
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.49%
Delta: 0.98
Theta: 0.00
Omega: 5.71
Rho: 0.11
 

Quote data

Open: 0.815
High: 0.815
Low: 0.815
Previous Close: 0.809
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.27%
1 Month
  -2.86%
3 Months
  -17.68%
YTD  
+76.03%
1 Year  
+120.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.852 0.695
1M High / 1M Low: 0.868 0.670
6M High / 6M Low: 1.360 0.670
High (YTD): 6/13/2024 1.360
Low (YTD): 3/18/2024 0.433
52W High: 6/13/2024 1.360
52W Low: 12/6/2023 0.278
Avg. price 1W:   0.793
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   0.799
Avg. volume 1Y:   0.000
Volatility 1M:   79.97%
Volatility 6M:   81.57%
Volatility 1Y:   124.58%
Volatility 3Y:   -