RBI Call/FACC 23-25/ AT0000A37BB3 /
8/29/2024 9:15:00 AM | Chg.-0.001 | Bid5:29:25 PM | Ask5:29:25 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.114EUR | -0.87% | - Bid Size: - |
- Ask Size: - |
FACC AG INH.AKT. | 6.50 EUR | 3/21/2025 | 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: | 3/21/2025 |
Issue date: | 10/4/2023 |
Last trading day: | 3/20/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.94 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.08 |
Implied volatility: | 0.46 |
Historic volatility: | 0.34 |
Parity: | 0.08 |
Time value: | 0.07 |
Break-even: | 7.98 |
Moneyness: | 1.12 |
Premium: | 0.09 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.03 |
Spread %: | 25.42% |
Delta: | 0.72 |
Theta: | 0.00 |
Omega: | 3.54 |
Rho: | 0.02 |
Quote data
Open: | 0.114 |
---|---|
High: | 0.114 |
Low: | 0.114 |
Previous Close: | 0.115 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -8.80% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -6.56% | ||
YTD | +72.73% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.115 | 0.114 |
---|---|---|
1M High / 1M Low: | 0.167 | 0.065 |
6M High / 6M Low: | 0.213 | 0.057 |
High (YTD): | 6/12/2024 | 0.213 |
Low (YTD): | 2/7/2024 | 0.056 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.115 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.116 | |
Avg. volume 1M: | 250 | |
Avg. price 6M: | 0.121 | |
Avg. volume 6M: | 65.934 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 281.05% | |
Volatility 6M: | 157.99% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |