RBI Call/Do&Co 24-25/ AT0000A3D5P5 /
2024-07-26 12:04:20 PM | Chg.-0.180 | Bid5:29:55 PM | Ask5:29:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.900EUR | -5.84% | - Bid Size: - |
- Ask Size: - |
DO & CO Aktiengesell... | 150.00 EUR | 2025-09-19 | Call |
Master data
WKN: | RC1EMM |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | DO & CO Aktiengesellschaft |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 EUR |
Maturity: | 2025-09-19 |
Issue date: | 2024-05-29 |
Last trading day: | 2025-09-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.33 |
Leverage: | Yes |
Calculated values
Fair value: | 2.19 |
---|---|
Intrinsic value: | 0.36 |
Implied volatility: | 0.37 |
Historic volatility: | 0.26 |
Parity: | 0.36 |
Time value: | 2.52 |
Break-even: | 178.80 |
Moneyness: | 1.02 |
Premium: | 0.16 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.02 |
Spread %: | 0.70% |
Delta: | 0.64 |
Theta: | -0.03 |
Omega: | 3.42 |
Rho: | 0.80 |
Quote data
Open: | 2.940 |
---|---|
High: | 2.940 |
Low: | 2.900 |
Previous Close: | 3.080 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -13.17% | ||
---|---|---|---|
1 Month | -20.11% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.210 | 2.900 |
---|---|---|
1M High / 1M Low: | 3.790 | 2.900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.092 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.459 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 60.90% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |