RBI Call 8 FACC 21.03.2025
/ AT0000A37BE7
RBI Call 8 FACC 21.03.2025/ AT0000A37BE7 /
07/11/2024 09:15:46 |
Chg.0.000 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
FACC AG INH.AKT. |
8.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A8N |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
FACC AG INH.AKT. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
04/10/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.34 |
Parity: |
-0.17 |
Time value: |
0.03 |
Break-even: |
8.29 |
Moneyness: |
0.79 |
Premium: |
0.31 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.03 |
Spread %: |
2,800.00% |
Delta: |
0.28 |
Theta: |
0.00 |
Omega: |
6.14 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-87.50% |
3 Months |
|
|
-96.97% |
YTD |
|
|
-96.43% |
1 Year |
|
|
-98.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.008 |
0.001 |
6M High / 6M Low: |
0.122 |
0.001 |
High (YTD): |
12/06/2024 |
0.122 |
Low (YTD): |
06/11/2024 |
0.001 |
52W High: |
12/06/2024 |
0.122 |
52W Low: |
06/11/2024 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.046 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.039 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,071.47% |
Volatility 6M: |
|
880.89% |
Volatility 1Y: |
|
634.92% |
Volatility 3Y: |
|
- |