RBI Call/Andritz 23-25/ AT0000A37801 /
| 6/28/2024 9:15:02 AM | Chg.+0.030 | Bid5:00:06 PM | Ask5:00:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.270EUR | +2.42% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 48.00 EUR | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.19 |
|---|---|
| Intrinsic value: | 0.99 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.24 |
| Parity: | 0.99 |
| Time value: | 0.30 |
| Break-even: | 60.80 |
| Moneyness: | 1.21 |
| Premium: | 0.05 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 1.59% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 3.72 |
| Rho: | 0.25 |
Quote data
| Open: | 1.270 |
|---|---|
| High: | 1.270 |
| Low: | 1.270 |
| Previous Close: | 1.240 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +2.42% | ||
|---|---|---|---|
| 1 Month | +33.12% | ||
| 3 Months | -1.55% | ||
| YTD | +12.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.280 | 1.220 |
|---|---|---|
| 1M High / 1M Low: | 1.580 | 0.918 |
| 6M High / 6M Low: | 1.580 | 0.781 |
| High (YTD): | 6/13/2024 | 1.580 |
| Low (YTD): | 4/29/2024 | 0.781 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.252 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.219 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.170 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.69% | |
| Volatility 6M: | 95.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
