RBI Call/ams 23-25/ AT0000A38LK1 /
2024-08-28 11:00:54 AM | Chg.+0.002 | Bid5:20:00 PM | Ask5:20:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.014EUR | +16.67% | - Bid Size: - |
- Ask Size: - |
- | 2.75 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1BZ1 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | - |
Type: | Warrant |
Option type: | Call |
Strike price: | 2.75 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-11-27 |
Last trading day: | 2025-03-20 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 45.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.79 |
Historic volatility: | 0.90 |
Parity: | -1.70 |
Time value: | 0.02 |
Break-even: | 2.77 |
Moneyness: | 0.38 |
Premium: | 1.64 |
Premium p.a.: | 4.64 |
Spread abs.: | 0.01 |
Spread %: | 76.92% |
Delta: | 0.10 |
Theta: | 0.00 |
Omega: | 4.47 |
Rho: | 0.00 |
Quote data
Open: | 0.014 |
---|---|
High: | 0.014 |
Low: | 0.014 |
Previous Close: | 0.012 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -22.22% | ||
---|---|---|---|
1 Month | -61.11% | ||
3 Months | -88.43% | ||
YTD | -97.69% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.021 | 0.012 |
---|---|---|
1M High / 1M Low: | 0.071 | 0.012 |
6M High / 6M Low: | 0.542 | 0.012 |
High (YTD): | 2024-01-02 | 0.819 |
Low (YTD): | 2024-08-27 | 0.012 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.017 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.025 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.080 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 263.18% | |
Volatility 6M: | 270.08% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |