RBI Call 70 0B2 21.03.2025
/ AT0000A3D5N0
RBI Call 70 0B2 21.03.2025/ AT0000A3D5N0 /
9/18/2024 9:15:18 AM |
Chg.-0.045 |
Bid5:02:43 PM |
Ask5:02:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.698EUR |
-6.06% |
0.722 Bid Size: 10,000 |
0.742 Ask Size: 10,000 |
BAWAG GROUP AG |
70.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
RC1EML |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
5/29/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-0.05 |
Time value: |
0.72 |
Break-even: |
77.21 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
2.85% |
Delta: |
0.57 |
Theta: |
-0.02 |
Omega: |
5.45 |
Rho: |
0.16 |
Quote data
Open: |
0.698 |
High: |
0.698 |
Low: |
0.698 |
Previous Close: |
0.743 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.14% |
1 Month |
|
|
+11.86% |
3 Months |
|
|
+263.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.743 |
0.668 |
1M High / 1M Low: |
0.743 |
0.582 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.669 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |