RBI Call 40 0B2 21.03.2025
/ AT0000A378E4
RBI Call 40 0B2 21.03.2025/ AT0000A378E4 /
| 17/07/2024 09:16:57 |
Chg.+0.10 |
Bid16:00:28 |
Ask16:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.75EUR |
+3.77% |
2.74
Bid Size: 10,000 |
2.76
Ask Size: 10,000 |
BAWAG GROUP AG |
40.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A5S |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
2.59 |
| Time value: |
0.20 |
| Break-even: |
67.90 |
| Moneyness: |
1.65 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.19 |
| Rho: |
0.23 |
Quote data
| Open: |
2.75 |
| High: |
2.75 |
| Low: |
2.75 |
| Previous Close: |
2.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.42% |
| 1 Month |
|
|
+41.75% |
| 3 Months |
|
|
+67.68% |
| YTD |
|
|
+180.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.56 |
| 1M High / 1M Low: |
2.77 |
1.94 |
| 6M High / 6M Low: |
2.77 |
0.76 |
| High (YTD): |
12/07/2024 |
2.77 |
| Low (YTD): |
17/01/2024 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
11.81 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.61% |
| Volatility 6M: |
|
73.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
