RBI Call/Do&Co 24-25/ AT0000A3D5R1 /
2024-09-02 9:15:01 AM | Chg.-0.062 | Bid11:49:10 AM | Ask11:49:10 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.928EUR | -6.26% | 0.929 Bid Size: 10,000 |
0.949 Ask Size: 10,000 |
DO & CO Aktiengesell... | 170.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1EMP |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | DO & CO Aktiengesellschaft |
Type: | Warrant |
Option type: | Call |
Strike price: | 170.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2024-05-29 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 15.59 |
Leverage: | Yes |
Calculated values
Fair value: | 0.61 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.26 |
Parity: | -1.88 |
Time value: | 0.97 |
Break-even: | 179.70 |
Moneyness: | 0.89 |
Premium: | 0.19 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.02 |
Spread %: | 2.11% |
Delta: | 0.40 |
Theta: | -0.04 |
Omega: | 6.26 |
Rho: | 0.28 |
Quote data
Open: | 0.928 |
---|---|
High: | 0.928 |
Low: | 0.928 |
Previous Close: | 0.990 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +1.64% | ||
---|---|---|---|
1 Month | -23.31% | ||
3 Months | -9.02% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.060 | 0.839 |
---|---|---|
1M High / 1M Low: | 1.210 | 0.719 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.940 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.890 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 219.01% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |