RBI Call/Immofinanz 23-25
/ AT0000A37603
RBI Call/Immofinanz 23-25/ AT0000A37603 /
| 7/17/2024 9:15:01 AM |
Chg.-0.009 |
Bid2:15:48 PM |
Ask2:15:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.848EUR |
-1.05% |
0.852
Bid Size: 10,000 |
0.862
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: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.16 |
| Parity: |
0.66 |
| Time value: |
0.20 |
| Break-even: |
28.58 |
| Moneyness: |
1.33 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.54 |
| Rho: |
0.09 |
Quote data
| Open: |
0.848 |
| High: |
0.848 |
| Low: |
0.848 |
| Previous Close: |
0.857 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.19% |
| 1 Month |
|
|
+51.43% |
| 3 Months |
|
|
+65.95% |
| YTD |
|
|
+140.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.862 |
0.838 |
| 1M High / 1M Low: |
0.904 |
0.512 |
| 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: |
|
0.853 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.500 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.17% |
| Volatility 6M: |
|
67.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
