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: |
|
- |