RBI Call/Immofinanz 23-25
/ AT0000A37603
RBI Call/Immofinanz 23-25/ AT0000A37603 /
| 7/26/2024 9:15:01 AM |
Chg.+0.009 |
Bid11:47:01 AM |
Ask11:47:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.892EUR |
+1.02% |
0.894
Bid Size: 10,000 |
0.904
Ask Size: 10,000 |
Immofinanz AG |
20.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A3W |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.16 |
| Parity: |
0.73 |
| Time value: |
0.19 |
| Break-even: |
29.16 |
| Moneyness: |
1.36 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.47 |
| Rho: |
0.09 |
Quote data
| Open: |
0.892 |
| High: |
0.892 |
| Low: |
0.892 |
| Previous Close: |
0.883 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.34% |
| 1 Month |
|
|
+51.70% |
| 3 Months |
|
|
+102.73% |
| YTD |
|
|
+152.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.884 |
0.831 |
| 1M High / 1M Low: |
0.904 |
0.587 |
| 6M High / 6M Low: |
0.904 |
0.328 |
| High (YTD): |
7/8/2024 |
0.904 |
| Low (YTD): |
2/29/2024 |
0.328 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.859 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.825 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.81% |
| Volatility 6M: |
|
67.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
