RBI Call/Do&Co 23-25/ AT0000A375Q4 /
9/3/2024 12:04:23 PM | Chg.-0.310 | Bid5:29:56 PM | Ask5:29:56 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.730EUR | -6.15% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 102.50 - | 3/21/2025 | Call |
Master data
WKN: | RC1A3L |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Do & Co AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 102.50 - |
Maturity: | 3/21/2025 |
Issue date: | 9/26/2023 |
Last trading day: | 3/20/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.99 |
Leverage: | Yes |
Calculated values
Fair value: | 4.97 |
---|---|
Intrinsic value: | 4.75 |
Implied volatility: | 0.33 |
Historic volatility: | 0.26 |
Parity: | 4.75 |
Time value: | 0.26 |
Break-even: | 152.60 |
Moneyness: | 1.46 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.02 |
Spread %: | 0.40% |
Delta: | 0.96 |
Theta: | -0.02 |
Omega: | 2.88 |
Rho: | 0.51 |
Quote data
Open: | 4.970 |
---|---|
High: | 4.970 |
Low: | 4.730 |
Previous Close: | 5.040 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -3.86% | ||
---|---|---|---|
1 Month | -7.98% | ||
3 Months | +2.83% | ||
YTD | +30.66% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.310 | 4.730 |
---|---|---|
1M High / 1M Low: | 5.310 | 4.270 |
6M High / 6M Low: | 6.780 | 3.920 |
High (YTD): | 7/16/2024 | 6.780 |
Low (YTD): | 1/24/2024 | 2.990 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.030 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.735 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.040 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.74% | |
Volatility 6M: | 76.82% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |