RBI Call 52 0B2 21.03.2025
/ AT0000A378H7
RBI Call 52 0B2 21.03.2025/ AT0000A378H7 /
| 10/18/2024 9:16:33 AM |
Chg.-0.04 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-2.01% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
52.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
1.92 |
| Time value: |
0.16 |
| Break-even: |
72.70 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.14 |
| Rho: |
0.19 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.04% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
+10.17% |
| YTD |
|
|
+413.16% |
| 1 Year |
|
|
+680.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.88 |
| 1M High / 1M Low: |
2.13 |
1.58 |
| 6M High / 6M Low: |
2.13 |
0.89 |
| High (YTD): |
9/20/2024 |
2.13 |
| Low (YTD): |
1/17/2024 |
0.24 |
| 52W High: |
9/20/2024 |
2.13 |
| 52W Low: |
10/20/2023 |
0.20 |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.34% |
| Volatility 6M: |
|
88.99% |
| Volatility 1Y: |
|
104.23% |
| Volatility 3Y: |
|
- |
