RBI Call/Andritz 23-25/ AT0000A37801 /
| 12/07/2024 12:03:11 | Chg.+0.040 | Bid14:13:23 | Ask14:13:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.140EUR | +3.64% | 1.150 Bid Size: 10,000 |
1.170 Ask Size: 10,000 |
ANDRITZ AG | 48.00 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A5C |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 48.00 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 0.83 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.23 |
| Parity: | 0.83 |
| Time value: | 0.30 |
| Break-even: | 59.20 |
| Moneyness: | 1.17 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 1.82% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 4.03 |
| Rho: | 0.23 |
Quote data
| Open: | 1.120 |
|---|---|
| High: | 1.140 |
| Low: | 1.120 |
| Previous Close: | 1.100 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -3.39% | ||
|---|---|---|---|
| 1 Month | -20.28% | ||
| 3 Months | -16.79% | ||
| YTD | +0.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.180 | 1.090 |
|---|---|---|
| 1M High / 1M Low: | 1.580 | 1.090 |
| 6M High / 6M Low: | 1.580 | 0.781 |
| High (YTD): | 13/06/2024 | 1.580 |
| Low (YTD): | 29/04/2024 | 0.781 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.128 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.255 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.181 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 72.21% | |
| Volatility 6M: | 93.89% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
