RBI Call 60 0B2 21.03.2025
/ AT0000A378K1
RBI Call 60 0B2 21.03.2025/ AT0000A378K1 /
| 8/9/2024 9:16:12 AM |
Chg.+0.102 |
Bid8:00:01 PM |
Ask8:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
60.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A5X |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.44 |
| Time value: |
0.55 |
| Break-even: |
69.88 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
2.07% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
4.46 |
| Rho: |
0.21 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.918 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.29% |
| 3 Months |
|
|
+67.76% |
| YTD |
|
|
+404.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.738 |
| 1M High / 1M Low: |
1.260 |
0.738 |
| 6M High / 6M Low: |
1.260 |
0.173 |
| High (YTD): |
7/31/2024 |
1.260 |
| Low (YTD): |
1/17/2024 |
0.107 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.895 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.597 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.69% |
| Volatility 6M: |
|
131.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
