RBI Call 3500 ATX 21.03.2025
/ AT0000A37AP5
RBI Call 3500 ATX 21.03.2025/ AT0000A37AP5 /
14/08/2024 09:40:23 |
Chg.-0.01 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
3.58EUR |
-0.28% |
- 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: |
10.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.10 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.26 |
Historic volatility: |
0.12 |
Parity: |
0.66 |
Time value: |
2.86 |
Break-even: |
3,852.00 |
Moneyness: |
1.02 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.07 |
Spread %: |
2.03% |
Delta: |
0.62 |
Theta: |
-0.80 |
Omega: |
6.28 |
Rho: |
11.14 |
Quote data
Open: |
3.51 |
High: |
3.58 |
Low: |
3.51 |
Previous Close: |
3.59 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.48% |
1 Month |
|
|
-22.84% |
3 Months |
|
|
-21.66% |
YTD |
|
|
+16.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.59 |
3.10 |
1M High / 1M Low: |
4.72 |
2.51 |
6M High / 6M Low: |
5.04 |
2.18 |
High (YTD): |
21/05/2024 |
5.04 |
Low (YTD): |
12/03/2024 |
2.18 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.91% |
Volatility 6M: |
|
94.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |