RBI Call 48 0B2 21.03.2025
/ AT0000A378G9
RBI Call 48 0B2 21.03.2025/ AT0000A378G9 /
| 2024-11-12 9:15:44 AM |
Chg.+0.04 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
+1.53% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5U |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
2.59 |
| Time value: |
0.09 |
| Break-even: |
74.80 |
| Moneyness: |
1.54 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.64 |
| Rho: |
0.16 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.43% |
| 1 Month |
|
|
+15.72% |
| 3 Months |
|
|
+33.84% |
| YTD |
|
|
+409.62% |
| 1 Year |
|
|
+530.95% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.49 |
| 1M High / 1M Low: |
2.64 |
2.16 |
| 6M High / 6M Low: |
2.64 |
1.27 |
| High (YTD): |
2024-11-06 |
2.64 |
| Low (YTD): |
2024-01-17 |
0.35 |
| 52W High: |
2024-11-06 |
2.64 |
| 52W Low: |
2024-01-17 |
0.35 |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.26% |
| Volatility 6M: |
|
77.57% |
| Volatility 1Y: |
|
89.36% |
| Volatility 3Y: |
|
- |
