RBI Call 37.5 XD4 21.03.2025
/ AT0000A3CKL6
RBI Call 37.5 XD4 21.03.2025/ AT0000A3CKL6 /
| 12/11/2024 09:15:15 |
Chg.+0.003 |
Bid16:16:04 |
Ask16:16:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.234EUR |
+1.30% |
0.233
Bid Size: 10,000 |
0.253
Ask Size: 10,000 |
STRABAG SE |
37.50 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1D9T |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
STRABAG SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.27 |
| Parity: |
0.05 |
| Time value: |
0.20 |
| Break-even: |
39.98 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
8.77% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
9.16 |
| Rho: |
0.07 |
Quote data
| Open: |
0.234 |
| High: |
0.234 |
| Low: |
0.234 |
| Previous Close: |
0.231 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-11.36% |
| 3 Months |
|
|
-37.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.255 |
0.180 |
| 1M High / 1M Low: |
0.276 |
0.171 |
| 6M High / 6M Low: |
0.569 |
0.171 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.368 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.97% |
| Volatility 6M: |
|
127.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
