RBI Call/Do&Co 24-25/ AT0000A3B4P0 /
10/7/2024 9:15:01 AM | Chg.+0.350 | Bid4:57:10 PM | Ask4:57:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.890EUR | +22.73% | 1.920 Bid Size: 10,000 |
1.950 Ask Size: 10,000 |
Do & Co AG | 140.00 - | 3/21/2025 | Call |
Master data
WKN: | RC1DAQ |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Do & Co AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 140.00 - |
Maturity: | 3/21/2025 |
Issue date: | 3/11/2024 |
Last trading day: | 3/20/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.33 |
Leverage: | Yes |
Calculated values
Fair value: | 1.45 |
---|---|
Intrinsic value: | 0.58 |
Implied volatility: | 0.35 |
Historic volatility: | 0.27 |
Parity: | 0.58 |
Time value: | 1.17 |
Break-even: | 157.50 |
Moneyness: | 1.04 |
Premium: | 0.08 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.03 |
Spread %: | 1.74% |
Delta: | 0.64 |
Theta: | -0.05 |
Omega: | 5.32 |
Rho: | 0.34 |
Quote data
Open: | 1.890 |
---|---|
High: | 1.890 |
Low: | 1.890 |
Previous Close: | 1.540 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +47.66% | ||
---|---|---|---|
1 Month | +5.00% | ||
3 Months | -44.25% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.540 | 1.070 |
---|---|---|
1M High / 1M Low: | 1.940 | 1.070 |
6M High / 6M Low: | 3.820 | 1.070 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.272 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.574 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.442 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 134.18% | |
Volatility 6M: | 111.68% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |