RBI Call/Flughafen 23-25/ AT0000A376U4 /
2024-08-23 4:43:53 PM | Chg.-0.065 | Bid4:56:09 PM | Ask4:56:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.861EUR | -7.02% | - Bid Size: - |
- Ask Size: - |
Flughafen Wien AG | 47.50 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A4Q |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Flughafen Wien AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 47.50 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-09-26 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.12 |
Leverage: | Yes |
Calculated values
Fair value: | 0.81 |
---|---|
Intrinsic value: | 0.65 |
Implied volatility: | 0.27 |
Historic volatility: | 0.20 |
Parity: | 0.65 |
Time value: | 0.23 |
Break-even: | 56.32 |
Moneyness: | 1.14 |
Premium: | 0.04 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.02 |
Spread %: | 2.32% |
Delta: | 0.80 |
Theta: | -0.01 |
Omega: | 4.89 |
Rho: | 0.20 |
Quote data
Open: | 0.908 |
---|---|
High: | 0.908 |
Low: | 0.832 |
Previous Close: | 0.926 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -2.82% | ||
---|---|---|---|
1 Month | +21.27% | ||
3 Months | +40.46% | ||
YTD | -4.23% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.928 | 0.861 |
---|---|---|
1M High / 1M Low: | 0.928 | 0.680 |
6M High / 6M Low: | 0.928 | 0.557 |
High (YTD): | 2024-08-21 | 0.928 |
Low (YTD): | 2024-06-06 | 0.557 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.896 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.782 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.710 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 59.86% | |
Volatility 6M: | 60.34% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |