RBI Call 31.8192 XD4 21.03.2025
/ AT0000A37C55
RBI Call 31.8192 XD4 21.03.2025/ AT0000A37C55 /
| 9/6/2024 9:15:11 AM |
Chg.-0.019 |
Bid4:01:18 PM |
Ask4:01:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.817EUR |
-2.27% |
0.901
Bid Size: 10,000 |
0.921
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: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.66 |
| Time value: |
0.25 |
| Break-even: |
39.03 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.26% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
4.03 |
| Rho: |
0.12 |
Quote data
| Open: |
0.817 |
| High: |
0.817 |
| Low: |
0.817 |
| Previous Close: |
0.836 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.30% |
| 1 Month |
|
|
-9.92% |
| 3 Months |
|
|
-35.16% |
| YTD |
|
|
+76.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.836 |
| 1M High / 1M Low: |
1.010 |
0.836 |
| 6M High / 6M Low: |
1.360 |
0.433 |
| High (YTD): |
6/13/2024 |
1.360 |
| Low (YTD): |
3/18/2024 |
0.433 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.925 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.987 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.65% |
| Volatility 6M: |
|
124.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
