RBI Call/Do&Co 23-25/  AT0000A375T8  /

Wien OS
26/07/2024  12:04:20 Chg.-0.260 Bid17:29:55 Ask17:29:55 Underlying Strike price Expiration date Option type
4.210EUR -5.82% -
Bid Size: -
-
Ask Size: -
Do & Co AG 117.50 - 21/03/2025 Call
 

Master data

WKN: RC1A3P
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 117.50 -
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.67
Leverage: Yes

Calculated values

Fair value: 3.99
Intrinsic value: 3.61
Implied volatility: 0.35
Historic volatility: 0.26
Parity: 3.61
Time value: 0.57
Break-even: 159.30
Moneyness: 1.31
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 0.48%
Delta: 0.88
Theta: -0.03
Omega: 3.23
Rho: 0.60
 

Quote data

Open: 4.270
High: 4.270
Low: 4.210
Previous Close: 4.470
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.47%
1 Month
  -18.41%
3 Months  
+24.19%
YTD  
+61.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.640 4.210
1M High / 1M Low: 5.380 4.210
6M High / 6M Low: 5.380 2.070
High (YTD): 16/07/2024 5.380
Low (YTD): 24/01/2024 2.060
52W High: - -
52W Low: - -
Avg. price 1W:   4.480
Avg. volume 1W:   0.000
Avg. price 1M:   4.932
Avg. volume 1M:   0.000
Avg. price 6M:   3.674
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.84%
Volatility 6M:   98.10%
Volatility 1Y:   -
Volatility 3Y:   -