RBI Call 3500 ATX 21.03.2025
/ AT0000A37AP5
RBI Call 3500 ATX 21.03.2025/ AT0000A37AP5 /
| 10/18/2024 9:16:35 AM |
Chg.-0.14 |
Bid1:13:43 PM |
Ask1:13:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.19EUR |
-4.20% |
3.37
Bid Size: 10,000 |
3.44
Ask Size: 10,000 |
ATX |
3,500.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.12 |
| Parity: |
1.11 |
| Time value: |
2.23 |
| Break-even: |
3,834.00 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.07 |
| Spread %: |
2.14% |
| Delta: |
0.63 |
| Theta: |
-0.95 |
| Omega: |
6.86 |
| Rho: |
8.25 |
Quote data
| Open: |
3.19 |
| High: |
3.19 |
| Low: |
3.19 |
| Previous Close: |
3.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.27% |
| 1 Month |
|
|
-5.90% |
| 3 Months |
|
|
-30.20% |
| YTD |
|
|
+3.57% |
| 1 Year |
|
|
+76.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.16 |
| 1M High / 1M Low: |
3.77 |
3.09 |
| 6M High / 6M Low: |
5.04 |
2.51 |
| High (YTD): |
5/21/2024 |
5.04 |
| Low (YTD): |
3/12/2024 |
2.18 |
| 52W High: |
5/21/2024 |
5.04 |
| 52W Low: |
10/27/2023 |
1.41 |
| Avg. price 1W: |
|
3.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.34 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
90.12% |
| Volatility 6M: |
|
94.86% |
| Volatility 1Y: |
|
89.72% |
| Volatility 3Y: |
|
- |
