RBI Call 40 0B2 21.03.2025
/ AT0000A378E4
RBI Call 40 0B2 21.03.2025/ AT0000A378E4 /
| 25/07/2024 09:16:14 |
Chg.-0.10 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
-3.44% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.84 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
2.75 |
| Time value: |
0.20 |
| Break-even: |
69.40 |
| Moneyness: |
1.69 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.14 |
| Rho: |
0.22 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
2.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.36% |
| 1 Month |
|
|
+37.75% |
| 3 Months |
|
|
+38.42% |
| YTD |
|
|
+186.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
2.80 |
| 1M High / 1M Low: |
2.93 |
2.00 |
| 6M High / 6M Low: |
2.93 |
0.92 |
| High (YTD): |
23/07/2024 |
2.93 |
| Low (YTD): |
17/01/2024 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.85 |
| Avg. volume 6M: |
|
11.81 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.94% |
| Volatility 6M: |
|
71.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
