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RBI Call/EuroTeleSites 23-24/  AT0000A37ML9  /

Wien OS
2024-12-20  9:15:01 AM Chg.-0.009 Bid4:54:09 PM Ask4:54:09 PM Underlying Strike price Expiration date Option type
0.497EUR -1.78% -
Bid Size: -		 -
Ask Size: -		 EuroTeleSites AG 4.50 EUR 2025-03-21 Call
 

Master data

WKN: RC1BGQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: EuroTeleSites AG
Type: Warrant
Option type: Call
Strike price: 4.50 EUR
Maturity: 2025-03-21
Issue date: 2023-10-12
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 9.63
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.40
Implied volatility: 0.25
Historic volatility: 0.28
Parity: 0.40
Time value: 0.11
Break-even: 5.01
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.04
Spread %: 8.53%
Delta: 0.79
Theta: 0.00
Omega: 7.59
Rho: 0.01
 

Quote data

Open: 0.497
High: 0.497
Low: 0.497
Previous Close: 0.506
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.97%
1 Month
  -20.61%
3 Months
  -5.69%
YTD  
+85.45%
1 Year  
+87.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.556 0.497
1M High / 1M Low: 0.643 0.497
6M High / 6M Low: 0.843 0.172
High (YTD): 2024-11-15 0.843
Low (YTD): 2024-04-15 0.146
52W High: 2024-11-15 0.843
52W Low: 2024-04-15 0.146
Avg. price 1W:   0.523
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.454
Avg. volume 6M:   0.000
Avg. price 1Y:   0.371
Avg. volume 1Y:   0.000
Volatility 1M:   62.95%
Volatility 6M:   112.23%
Volatility 1Y:   116.36%
Volatility 3Y:   -