RBI Call/Immofinanz 23-25
/ AT0000A375Z5
RBI Call/Immofinanz 23-25/ AT0000A375Z5 /
| 7/26/2024 9:15:01 AM |
Chg.+0.010 |
Bid3:48:13 PM |
Ask3:48:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.971EUR |
+1.04% |
0.975
Bid Size: 10,000 |
0.985
Ask Size: 10,000 |
Immofinanz AG |
19.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.16 |
| Parity: |
0.83 |
| Time value: |
0.17 |
| Break-even: |
28.95 |
| Moneyness: |
1.43 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
2.33 |
| Rho: |
0.09 |
Quote data
| Open: |
0.971 |
| High: |
0.971 |
| Low: |
0.971 |
| Previous Close: |
0.961 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.06% |
| 1 Month |
|
|
+48.47% |
| 3 Months |
|
|
+90.77% |
| YTD |
|
|
+133.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.962 |
0.907 |
| 1M High / 1M Low: |
0.980 |
0.654 |
| 6M High / 6M Low: |
0.980 |
0.388 |
| High (YTD): |
7/8/2024 |
0.980 |
| Low (YTD): |
2/29/2024 |
0.388 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.936 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.08% |
| Volatility 6M: |
|
61.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
