RBI Call 59.545 OEWA 21.03.2025
/ AT0000A3B5D3
RBI Call 59.545 OEWA 21.03.2025/ AT0000A3B5D3 /
| 2024-07-25 9:16:38 AM |
Chg.-0.10 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-5.10% |
-
Bid Size: - |
-
Ask Size: - |
VERBUND AG INH... |
59.545 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1DBE |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.55 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
9.92:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
1.70 |
| Time value: |
0.31 |
| Break-even: |
79.49 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
1.52% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
3.32 |
| Rho: |
0.30 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.12% |
| 1 Month |
|
|
-7.92% |
| 3 Months |
|
|
+34.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.92 |
| 1M High / 1M Low: |
2.18 |
1.84 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
