RBI Call/Do&Co 23-25/ AT0000A375S0 /
| 10/7/2024 9:15:01 AM | Chg.+0.530 | Bid5:24:30 PM | Ask5:24:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.740EUR | +16.51% | - Bid Size: - |
- Ask Size: - |
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: | 4.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.56 |
|---|---|
| Intrinsic value: | 3.33 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.27 |
| Parity: | 3.33 |
| Time value: | 0.18 |
| Break-even: | 147.60 |
| Moneyness: | 1.30 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.04 |
| Spread %: | 1.15% |
| Delta: | 0.98 |
| Theta: | -0.01 |
| Omega: | 4.08 |
| Rho: | 0.49 |
Quote data
| Open: | 3.740 |
|---|---|
| High: | 3.740 |
| Low: | 3.740 |
| Previous Close: | 3.210 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +34.53% | ||
|---|---|---|---|
| 1 Month | +7.47% | ||
| 3 Months | -29.70% | ||
| YTD | +28.08% | ||
| 1 Year | +209.09% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.210 | 2.430 |
|---|---|---|
| 1M High / 1M Low: | 3.720 | 2.430 |
| 6M High / 6M Low: | 5.840 | 2.430 |
| High (YTD): | 7/16/2024 | 5.840 |
| Low (YTD): | 1/24/2024 | 2.350 |
| 52W High: | 7/16/2024 | 5.840 |
| 52W Low: | 10/9/2023 | 1.080 |
| Avg. price 1W: | 2.770 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.193 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.101 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.443 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 99.84% | |
| Volatility 6M: | 88.03% | |
| Volatility 1Y: | 96.70% | |
| Volatility 3Y: | - |
