RBI Call 3500 ATX 21.03.2025
/ AT0000A37AP5
RBI Call 3500 ATX 21.03.2025/ AT0000A37AP5 /
09/10/2024 09:16:10 |
Chg.-0.08 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
3.09EUR |
-2.52% |
- Bid Size: - |
- Ask Size: - |
ATX |
3,500.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A71 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ATX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,500.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
02/10/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
11.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.27 |
Historic volatility: |
0.12 |
Parity: |
0.76 |
Time value: |
2.45 |
Break-even: |
3,821.00 |
Moneyness: |
1.02 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.07 |
Spread %: |
2.23% |
Delta: |
0.61 |
Theta: |
-0.93 |
Omega: |
6.85 |
Rho: |
8.38 |
Quote data
Open: |
3.09 |
High: |
3.09 |
Low: |
3.09 |
Previous Close: |
3.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.85% |
1 Month |
|
|
-14.64% |
3 Months |
|
|
-28.31% |
YTD |
|
|
+0.32% |
1 Year |
|
|
+50.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.39 |
3.09 |
1M High / 1M Low: |
3.77 |
3.09 |
6M High / 6M Low: |
5.04 |
2.51 |
High (YTD): |
21/05/2024 |
5.04 |
Low (YTD): |
12/03/2024 |
2.18 |
52W High: |
21/05/2024 |
5.04 |
52W Low: |
27/10/2023 |
1.41 |
Avg. price 1W: |
|
3.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.43 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.31 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
76.80% |
Volatility 6M: |
|
94.10% |
Volatility 1Y: |
|
89.74% |
Volatility 3Y: |
|
- |