RBI Call 3500 ATX 21.03.2025
/ AT0000A37AP5
RBI Call 3500 ATX 21.03.2025/ AT0000A37AP5 /
| 2024-07-31 9:40:09 AM |
Chg.+0.33 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.72EUR |
+7.52% |
-
Bid Size: - |
-
Ask Size: - |
ATX |
3,500.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
2.03 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.11 |
| Parity: |
2.03 |
| Time value: |
2.68 |
| Break-even: |
3,971.00 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
1.51% |
| Delta: |
0.68 |
| Theta: |
-0.82 |
| Omega: |
5.36 |
| Rho: |
13.11 |
Quote data
| Open: |
4.67 |
| High: |
4.72 |
| Low: |
4.67 |
| Previous Close: |
4.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.79% |
| 1 Month |
|
|
+13.73% |
| 3 Months |
|
|
+28.96% |
| YTD |
|
|
+53.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.51 |
4.11 |
| 1M High / 1M Low: |
4.86 |
4.11 |
| 6M High / 6M Low: |
5.04 |
2.18 |
| High (YTD): |
2024-05-21 |
5.04 |
| Low (YTD): |
2024-03-12 |
2.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.48% |
| Volatility 6M: |
|
72.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
