RBI Call/EuroTeleSites 24-25
/ AT0000A3D5Y7
RBI Call/EuroTeleSites 24-25/ AT0000A3D5Y7 /
| 2024-12-20 9:15:01 AM |
Chg.-0.007 |
Bid5:01:06 PM |
Ask5:01:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.748EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
EuroTeleSites AG |
4.50 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1EMW |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
EuroTeleSites AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.40 |
| Time value: |
0.36 |
| Break-even: |
5.26 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.04 |
| Spread %: |
5.55% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
4.55 |
| Rho: |
0.02 |
Quote data
| Open: |
0.748 |
| High: |
0.748 |
| Low: |
0.748 |
| Previous Close: |
0.755 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.73% |
| 1 Month |
|
|
-12.41% |
| 3 Months |
|
|
+3.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.802 |
0.748 |
| 1M High / 1M Low: |
0.872 |
0.748 |
| 6M High / 6M Low: |
1.060 |
0.305 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.771 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.793 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.646 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.53% |
| Volatility 6M: |
|
79.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
