RBI Call/Andritz 23-25/ AT0000A37819 /
| 2024-08-30 9:15:00 AM | Chg.-0.010 | Bid11:37:48 AM | Ask11:37:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.980EUR | -1.01% | 1.020 Bid Size: 10,000 |
1.040 Ask Size: 10,000 |
ANDRITZ AG | 52.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A5D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 52.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.74 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.24 |
| Parity: | 0.74 |
| Time value: | 0.30 |
| Break-even: | 62.40 |
| Moneyness: | 1.14 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 1.96% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 4.45 |
| Rho: | 0.20 |
Quote data
| Open: | 0.980 |
|---|---|
| High: | 0.980 |
| Low: | 0.980 |
| Previous Close: | 0.990 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +7.22% | ||
|---|---|---|---|
| 1 Month | +3.27% | ||
| 3 Months | +51.47% | ||
| YTD | +12.51% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.990 | 0.914 |
|---|---|---|
| 1M High / 1M Low: | 1.000 | 0.682 |
| 6M High / 6M Low: | 1.260 | 0.540 |
| High (YTD): | 2024-06-13 | 1.260 |
| Low (YTD): | 2024-04-29 | 0.540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.956 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.838 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.862 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.21% | |
| Volatility 6M: | 113.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
