RBI Call/Andritz 23-25/ AT0000A37843 /
| 2024-07-25 1:52:42 PM | Chg.+0.080 | Bid5:28:00 PM | Ask5:28:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.810EUR | +4.62% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 40.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A5G |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.72 |
|---|---|
| Intrinsic value: | 1.62 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.23 |
| Parity: | 1.62 |
| Time value: | 0.25 |
| Break-even: | 58.60 |
| Moneyness: | 1.40 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.12 |
| Spread %: | 6.90% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 2.65 |
| Rho: | 0.20 |
Quote data
| Open: | 1.730 |
|---|---|
| High: | 1.810 |
| Low: | 1.730 |
| Previous Close: | 1.730 |
| Turnover: | 21,720 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +7.74% | ||
|---|---|---|---|
| 1 Month | -4.74% | ||
| 3 Months | +24.83% | ||
| YTD | +4.02% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.810 | 1.680 |
|---|---|---|
| 1M High / 1M Low: | 1.950 | 1.680 |
| 6M High / 6M Low: | 2.300 | 1.380 |
| High (YTD): | 2024-06-13 | 2.300 |
| Low (YTD): | 2024-04-29 | 1.380 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.740 | |
| Avg. volume 1W: | 2,400 | |
| Avg. price 1M: | 1.811 | |
| Avg. volume 1M: | 1,090.909 | |
| Avg. price 6M: | 1.840 | |
| Avg. volume 6M: | 346.457 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 50.19% | |
| Volatility 6M: | 66.29% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
