RBI Call 56 0B2 21.03.2025
/ AT0000A378J3
RBI Call 56 0B2 21.03.2025/ AT0000A378J3 /
| 2024-07-12 9:16:49 AM |
Chg.+0.10 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+7.75% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
56.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5W |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.01 |
| Time value: |
0.40 |
| Break-even: |
70.10 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.44% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.70 |
| Rho: |
0.26 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.10% |
| 1 Month |
|
|
+71.60% |
| 3 Months |
|
|
+117.19% |
| YTD |
|
|
+396.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.22 |
| 1M High / 1M Low: |
1.29 |
0.73 |
| 6M High / 6M Low: |
1.29 |
0.16 |
| High (YTD): |
2024-07-11 |
1.29 |
| Low (YTD): |
2024-01-17 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.55% |
| Volatility 6M: |
|
122.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
