RBI Call/FACC 23-25/ AT0000A37BB3 /
| 24/07/2024 12:04:37 | Chg.-0.037 | Bid10:16:11 | Ask10:16:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.120EUR | -23.57% | 0.114 Bid Size: 10,000 |
0.144 Ask Size: 10,000 |
FACC AG INH.AKT. | 6.50 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A8K |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | FACC AG INH.AKT. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 04/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.30 |
| Parity: | 0.06 |
| Time value: | 0.08 |
| Break-even: | 7.94 |
| Moneyness: | 1.09 |
| Premium: | 0.12 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 26.32% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 3.38 |
| Rho: | 0.02 |
Quote data
| Open: | 0.138 |
|---|---|
| High: | 0.138 |
| Low: | 0.120 |
| Previous Close: | 0.157 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -23.57% | ||
|---|---|---|---|
| 1 Month | -40.59% | ||
| 3 Months | +60.00% | ||
| YTD | +81.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.157 | 0.120 |
|---|---|---|
| 1M High / 1M Low: | 0.204 | 0.120 |
| 6M High / 6M Low: | 0.213 | 0.056 |
| High (YTD): | 12/06/2024 | 0.213 |
| Low (YTD): | 07/02/2024 | 0.056 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.139 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.183 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.111 | |
| Avg. volume 6M: | 30.303 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 114.94% | |
| Volatility 6M: | 133.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
