RBI Call/Immofinanz 23-25
/ AT0000A375Z5
RBI Call/Immofinanz 23-25/ AT0000A375Z5 /
| 05/07/2024 09:15:02 |
Chg.+0.014 |
Bid16:04:20 |
Ask16:04:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.924EUR |
+1.54% |
0.945
Bid Size: 10,000 |
0.955
Ask Size: 10,000 |
Immofinanz AG |
19.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A3V |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
19.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.16 |
| Parity: |
0.75 |
| Time value: |
0.17 |
| Break-even: |
28.24 |
| Moneyness: |
1.39 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.42 |
| Rho: |
0.09 |
Quote data
| Open: |
0.924 |
| High: |
0.924 |
| Low: |
0.924 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.74% |
| 1 Month |
|
|
+43.93% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+122.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.917 |
0.842 |
| 1M High / 1M Low: |
0.917 |
0.585 |
| 6M High / 6M Low: |
0.917 |
0.388 |
| High (YTD): |
02/07/2024 |
0.917 |
| Low (YTD): |
29/02/2024 |
0.388 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.537 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.07% |
| Volatility 6M: |
|
61.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
