RBI Call/Andritz 24-25/ AT0000A3B4G9 /
2024-08-30 12:03:52 PM | Chg.+0.011 | Bid1:05:52 PM | Ask1:05:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.139EUR | +8.59% | 0.136 Bid Size: 10,000 |
0.156 Ask Size: 10,000 |
ANDRITZ AG | 70.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1DAH |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2024-03-11 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 38.32 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.24 |
Parity: | -1.06 |
Time value: | 0.16 |
Break-even: | 71.55 |
Moneyness: | 0.85 |
Premium: | 0.20 |
Premium p.a.: | 0.40 |
Spread abs.: | 0.02 |
Spread %: | 14.81% |
Delta: | 0.25 |
Theta: | -0.01 |
Omega: | 9.67 |
Rho: | 0.07 |
Quote data
Open: | 0.125 |
---|---|
High: | 0.139 |
Low: | 0.125 |
Previous Close: | 0.128 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +18.80% | ||
---|---|---|---|
1 Month | -0.71% | ||
3 Months | +98.57% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.128 | 0.114 |
---|---|---|
1M High / 1M Low: | 0.155 | 0.065 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.120 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.100 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 265.97% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |