RBI Call 52 0B2 21.03.2025
/ AT0000A378H7
RBI Call 52 0B2 21.03.2025/ AT0000A378H7 /
| 2024-10-15 9:16:02 AM |
Chg.+0.05 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
+2.66% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
52.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5V |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
1.75 |
| Time value: |
0.18 |
| Break-even: |
71.30 |
| Moneyness: |
1.34 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
3.22 |
| Rho: |
0.18 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.27% |
| 1 Month |
|
|
-2.03% |
| 3 Months |
|
|
+15.57% |
| YTD |
|
|
+407.89% |
| 1 Year |
|
|
+484.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.66 |
| 1M High / 1M Low: |
2.13 |
1.58 |
| 6M High / 6M Low: |
2.13 |
0.74 |
| High (YTD): |
2024-09-20 |
2.13 |
| Low (YTD): |
2024-01-17 |
0.24 |
| 52W High: |
2024-09-20 |
2.13 |
| 52W Low: |
2023-10-20 |
0.20 |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.36% |
| Volatility 6M: |
|
92.04% |
| Volatility 1Y: |
|
105.92% |
| Volatility 3Y: |
|
- |
