RBI Call 45 XD4 21.03.2025
/ AT0000A3CKN2
RBI Call 45 XD4 21.03.2025/ AT0000A3CKN2 /
| 2024-11-12 9:15:15 AM |
Chg.0.000 |
Bid10:01:51 AM |
Ask10:01:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
0.00% |
0.021
Bid Size: 10,000 |
0.041
Ask Size: 10,000 |
STRABAG SE |
45.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1D9V |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
STRABAG SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
92.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.27 |
| Parity: |
-0.70 |
| Time value: |
0.04 |
| Break-even: |
45.41 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.02 |
| Spread %: |
95.24% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
14.18 |
| Rho: |
0.02 |
Quote data
| Open: |
0.022 |
| High: |
0.022 |
| Low: |
0.022 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+83.33% |
| 1 Month |
|
|
-42.11% |
| 3 Months |
|
|
-76.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.012 |
| 1M High / 1M Low: |
0.040 |
0.011 |
| 6M High / 6M Low: |
0.204 |
0.011 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.85% |
| Volatility 6M: |
|
230.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
