RBI Call/Immofinanz 24-25
/ AT0000A3B4T2
RBI Call/Immofinanz 24-25/ AT0000A3B4T2 /
| 8/29/2024 9:15:01 AM |
Chg.+0.015 |
Bid2:00:43 PM |
Ask2:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.971EUR |
+1.57% |
0.983
Bid Size: 10,000 |
0.993
Ask Size: 10,000 |
Immofinanz AG |
23.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1DAU |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/11/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.17 |
| Parity: |
0.80 |
| Time value: |
0.19 |
| Break-even: |
32.85 |
| Moneyness: |
1.35 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
2.63 |
| Rho: |
0.09 |
Quote data
| Open: |
0.971 |
| High: |
0.971 |
| Low: |
0.971 |
| Previous Close: |
0.956 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.57% |
| 1 Month |
|
|
+43.85% |
| 3 Months |
|
|
+180.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.959 |
0.942 |
| 1M High / 1M Low: |
0.959 |
0.665 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
