RBI Call/Andritz 23-25/ AT0000A37827 /
| 2024-07-25 9:15:00 AM | Chg.-0.002 | Bid5:28:00 PM | Ask5:28:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.559EUR | -0.36% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 56.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A5E |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 0.02 |
| Time value: | 0.57 |
| Break-even: | 61.85 |
| Moneyness: | 1.00 |
| Premium: | 0.10 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.02 |
| Spread %: | 3.54% |
| Delta: | 0.59 |
| Theta: | -0.01 |
| Omega: | 5.67 |
| Rho: | 0.18 |
Quote data
| Open: | 0.559 |
|---|---|
| High: | 0.559 |
| Low: | 0.559 |
| Previous Close: | 0.561 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +3.33% | ||
|---|---|---|---|
| 1 Month | -18.99% | ||
| 3 Months | +36.01% | ||
| YTD | -16.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.585 | 0.541 |
|---|---|---|
| 1M High / 1M Low: | 0.724 | 0.541 |
| 6M High / 6M Low: | 1.000 | 0.369 |
| High (YTD): | 2024-06-13 | 1.000 |
| Low (YTD): | 2024-04-29 | 0.369 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.563 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.620 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.671 | |
| Avg. volume 6M: | 11.811 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 87.28% | |
| Volatility 6M: | 128.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
