RBI Call/Andritz 23-25/ AT0000A377Z1 /
| 04/10/2024 12:03:45 | Chg.-0.070 | Bid17:15:55 | Ask17:15:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.010EUR | -3.37% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 44.00 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A5B |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.01 |
|---|---|
| Intrinsic value: | 1.95 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.24 |
| Parity: | 1.95 |
| Time value: | 0.08 |
| Break-even: | 64.20 |
| Moneyness: | 1.44 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 1.00% |
| Delta: | 0.98 |
| Theta: | -0.01 |
| Omega: | 3.08 |
| Rho: | 0.19 |
Quote data
| Open: | 1.950 |
|---|---|
| High: | 2.010 |
| Low: | 1.950 |
| Previous Close: | 2.080 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -9.46% | ||
|---|---|---|---|
| 1 Month | +23.31% | ||
| 3 Months | +34.00% | ||
| YTD | +41.55% | ||
| 1 Year | +150.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.090 | 2.010 |
|---|---|---|
| 1M High / 1M Low: | 2.220 | 1.610 |
| 6M High / 6M Low: | 2.220 | 1.060 |
| High (YTD): | 27/09/2024 | 2.220 |
| Low (YTD): | 29/04/2024 | 1.060 |
| 52W High: | 27/09/2024 | 2.220 |
| 52W Low: | 23/10/2023 | 0.545 |
| Avg. price 1W: | 2.050 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.916 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.528 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.386 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 53.93% | |
| Volatility 6M: | 80.80% | |
| Volatility 1Y: | 79.44% | |
| Volatility 3Y: | - |
