RBI Call/Do&Co 23-25/ AT0000A375R2 /
| 08/11/2024 12:03:49 | Chg.-0.210 | Bid17:27:25 | Ask17:27:25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.440EUR | -5.75% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 107.50 - | 21/03/2025 | 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: | 21/03/2025 |
| Issue date: | 26/09/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.56 |
|---|---|
| Intrinsic value: | 3.41 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.27 |
| Parity: | 3.41 |
| Time value: | 0.12 |
| Break-even: | 142.80 |
| Moneyness: | 1.32 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.04 |
| Spread %: | 1.15% |
| Delta: | 1.00 |
| Theta: | -0.01 |
| Omega: | 4.01 |
| Rho: | 0.38 |
Quote data
| Open: | 3.580 |
|---|---|
| High: | 3.580 |
| Low: | 3.440 |
| Previous Close: | 3.650 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -4.71% | ||
|---|---|---|---|
| 1 Month | -24.56% | ||
| 3 Months | -19.44% | ||
| YTD | +5.52% | ||
| 1 Year | +45.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.850 | 3.440 |
|---|---|---|
| 1M High / 1M Low: | 4.560 | 3.440 |
| 6M High / 6M Low: | 6.300 | 2.840 |
| High (YTD): | 16/07/2024 | 6.300 |
| Low (YTD): | 24/01/2024 | 2.660 |
| 52W High: | 16/07/2024 | 6.300 |
| 52W Low: | 13/11/2023 | 2.360 |
| Avg. price 1W: | 3.586 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.879 | |
| Avg. volume 1M: | 45.455 | |
| Avg. price 6M: | 4.477 | |
| Avg. volume 6M: | 19.084 | |
| Avg. price 1Y: | 4.000 | |
| Avg. volume 1Y: | 17.717 | |
| Volatility 1M: | 99.65% | |
| Volatility 6M: | 89.15% | |
| Volatility 1Y: | 87.27% | |
| Volatility 3Y: | - |
