RBI Call/Do&Co 23-25/ AT0000A375R2 /
9/18/2024 12:04:04 PM | Chg.-0.170 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.820EUR | -4.26% | - 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: | 3.67 |
Leverage: | Yes |
Calculated values
Fair value: | 3.84 |
---|---|
Intrinsic value: | 3.61 |
Implied volatility: | 0.32 |
Historic volatility: | 0.26 |
Parity: | 3.61 |
Time value: | 0.30 |
Break-even: | 146.60 |
Moneyness: | 1.34 |
Premium: | 0.02 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 0.51% |
Delta: | 0.93 |
Theta: | -0.02 |
Omega: | 3.41 |
Rho: | 0.47 |
Quote data
Open: | 3.850 |
---|---|
High: | 3.850 |
Low: | 3.820 |
Previous Close: | 3.990 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -4.50% | ||
---|---|---|---|
1 Month | -11.16% | ||
3 Months | -26.40% | ||
YTD | +17.18% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.160 | 3.990 |
---|---|---|
1M High / 1M Low: | 4.840 | 3.860 |
6M High / 6M Low: | 6.300 | 3.540 |
High (YTD): | 7/16/2024 | 6.300 |
Low (YTD): | 1/24/2024 | 2.660 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.056 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.221 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.568 | |
Avg. volume 6M: | 15.625 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 59.41% | |
Volatility 6M: | 78.92% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |