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: | - |