RBI Call/Do&Co 23-25/ AT0000A375S0 /
| 6/27/2024 11:11:04 AM | Chg.+0.050 | Bid11:40:42 AM | Ask11:40:42 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.340EUR | +0.95% | 5.400 Bid Size: 10,000 |
5.420 Ask Size: 10,000 |
Do & Co AG | 112.50 - | 3/21/2025 | Call |
Master data
| WKN: | RC1A3N |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Do & Co AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 112.50 - |
| Maturity: | 3/21/2025 |
| Issue date: | 9/26/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.19 |
|---|---|
| Intrinsic value: | 4.85 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.26 |
| Parity: | 4.85 |
| Time value: | 0.34 |
| Break-even: | 164.40 |
| Moneyness: | 1.43 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 0.39% |
| Delta: | 0.97 |
| Theta: | -0.01 |
| Omega: | 3.01 |
| Rho: | 0.76 |
Quote data
| Open: | 5.120 |
|---|---|
| High: | 5.340 |
| Low: | 5.120 |
| Previous Close: | 5.290 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +4.71% | ||
|---|---|---|---|
| 1 Month | +35.19% | ||
| 3 Months | +55.23% | ||
| YTD | +82.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.290 | 5.100 |
|---|---|---|
| 1M High / 1M Low: | 5.290 | 3.360 |
| 6M High / 6M Low: | 5.290 | 2.350 |
| High (YTD): | 6/26/2024 | 5.290 |
| Low (YTD): | 1/24/2024 | 2.350 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.212 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.207 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.561 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.73% | |
| Volatility 6M: | 92.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
