RBI Call 44 0B2 21.03.2025
/ AT0000A378F1
RBI Call 44 0B2 21.03.2025/ AT0000A378F1 /
| 04/10/2024 09:15:20 |
Chg.-0.10 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
-4.20% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
44.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A5T |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
2.22 |
| Time value: |
0.13 |
| Break-even: |
67.50 |
| Moneyness: |
1.50 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.64 |
| Rho: |
0.18 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.64% |
| 1 Month |
|
|
-13.96% |
| 3 Months |
|
|
+2.70% |
| YTD |
|
|
+216.67% |
| 1 Year |
|
|
+307.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.28 |
| 1M High / 1M Low: |
2.87 |
2.28 |
| 6M High / 6M Low: |
2.87 |
1.27 |
| High (YTD): |
20/09/2024 |
2.87 |
| Low (YTD): |
17/01/2024 |
0.52 |
| 52W High: |
20/09/2024 |
2.87 |
| 52W Low: |
27/10/2023 |
0.40 |
| Avg. price 1W: |
|
2.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.45 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
57.79% |
| Volatility 6M: |
|
71.20% |
| Volatility 1Y: |
|
84.78% |
| Volatility 3Y: |
|
- |
