RBI Call 56 0B2 21.03.2025
/ AT0000A378J3
RBI Call 56 0B2 21.03.2025/ AT0000A378J3 /
| 09/08/2024 09:16:12 |
Chg.+0.11 |
Bid20:00:01 |
Ask20:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+9.32% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
56.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
02/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
0.84 |
| Time value: |
0.41 |
| Break-even: |
68.50 |
| Moneyness: |
1.15 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.63% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
3.94 |
| Rho: |
0.23 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.77% |
| 1 Month |
|
|
+3.20% |
| 3 Months |
|
|
+55.42% |
| YTD |
|
|
+360.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.97 |
| 1M High / 1M Low: |
1.56 |
0.97 |
| 6M High / 6M Low: |
1.56 |
0.26 |
| High (YTD): |
31/07/2024 |
1.56 |
| Low (YTD): |
17/01/2024 |
0.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.47% |
| Volatility 6M: |
|
116.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
