RBI Call 48 AZ2 21.03.2025
/ AT0000A37801
RBI Call 48 AZ2 21.03.2025/ AT0000A37801 /
| 25/07/2024 09:16:14 |
Chg.+0.03 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+2.88% |
-
Bid Size: - |
-
Ask Size: - |
ANDRITZ AG |
48.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A5C |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.82 |
| Time value: |
0.29 |
| Break-even: |
59.00 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.85% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.10 |
| Rho: |
0.22 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.75% |
| 3 Months |
|
|
+17.58% |
| YTD |
|
|
-4.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
1.04 |
| 1M High / 1M Low: |
1.30 |
1.04 |
| 6M High / 6M Low: |
1.56 |
0.77 |
| High (YTD): |
13/06/2024 |
1.56 |
| Low (YTD): |
29/04/2024 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.15% |
| Volatility 6M: |
|
96.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
