RBI Call/Do&Co 23-25/ AT0000A375R2 /
| 2024-09-02 9:15:01 AM | Chg.-0.110 | Bid10:18:29 AM | Ask10:18:29 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.580EUR | -2.35% | 4.520 Bid Size: 10,000 |
4.540 Ask Size: 10,000 |
Do & Co AG | 107.50 - | 2025-03-21 | Call |
Master data
| WKN: | RC1A3M |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Do & Co AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 107.50 - |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.61 |
|---|---|
| Intrinsic value: | 4.37 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.26 |
| Parity: | 4.37 |
| Time value: | 0.26 |
| Break-even: | 153.80 |
| Moneyness: | 1.41 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 0.43% |
| Delta: | 0.96 |
| Theta: | -0.02 |
| Omega: | 3.15 |
| Rho: | 0.54 |
Quote data
| Open: | 4.580 |
|---|---|
| High: | 4.580 |
| Low: | 4.580 |
| Previous Close: | 4.690 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +2.23% | ||
|---|---|---|---|
| 1 Month | -2.35% | ||
| 3 Months | +18.96% | ||
| YTD | +40.49% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.840 | 4.310 |
|---|---|---|
| 1M High / 1M Low: | 4.840 | 3.840 |
| 6M High / 6M Low: | 6.300 | 3.540 |
| High (YTD): | 2024-07-16 | 6.300 |
| Low (YTD): | 2024-01-24 | 2.660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.556 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.286 | |
| Avg. volume 1M: | 23.810 | |
| Avg. price 6M: | 4.612 | |
| Avg. volume 6M: | 15.873 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.44% | |
| Volatility 6M: | 82.27% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
