RBI Call/Do&Co 23-25/ AT0000A375R2 /
| 7/26/2024 12:04:20 PM | Chg.-0.270 | Bid5:26:06 PM | Ask5:26:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.090EUR | -5.04% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 107.50 - | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 9/26/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.90 |
|---|---|
| Intrinsic value: | 4.61 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.26 |
| Parity: | 4.61 |
| Time value: | 0.44 |
| Break-even: | 158.00 |
| Moneyness: | 1.43 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 0.40% |
| Delta: | 0.92 |
| Theta: | -0.02 |
| Omega: | 2.80 |
| Rho: | 0.59 |
Quote data
| Open: | 5.140 |
|---|---|
| High: | 5.140 |
| Low: | 5.090 |
| Previous Close: | 5.360 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | -7.96% | ||
|---|---|---|---|
| 1 Month | -15.87% | ||
| 3 Months | +23.54% | ||
| YTD | +56.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.530 | 5.090 |
|---|---|---|
| 1M High / 1M Low: | 6.300 | 5.090 |
| 6M High / 6M Low: | 6.300 | 2.670 |
| High (YTD): | 7/16/2024 | 6.300 |
| Low (YTD): | 1/24/2024 | 2.660 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.366 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.813 | |
| Avg. volume 1M: | 25 | |
| Avg. price 6M: | 4.444 | |
| Avg. volume 6M: | 19.841 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 47.93% | |
| Volatility 6M: | 84.27% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
