RBI Call/Immofinanz 24-25
/ AT0000A3BUH5
RBI Call/Immofinanz 24-25/ AT0000A3BUH5 /
2024-08-28 9:15:01 AM |
Chg.+0.010 |
Bid5:21:57 PM |
Ask5:21:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
+0.95% |
- Bid Size: - |
- Ask Size: - |
Immofinanz AG |
22.50 EUR |
2025-09-19 |
Call |
Master data
WKN: |
RC1DV0 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.50 EUR |
Maturity: |
2025-09-19 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.91 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.46 |
Historic volatility: |
0.17 |
Parity: |
0.83 |
Time value: |
0.25 |
Break-even: |
33.20 |
Moneyness: |
1.37 |
Premium: |
0.08 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.94% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
2.40 |
Rho: |
0.16 |
Quote data
Open: |
1.060 |
High: |
1.060 |
Low: |
1.060 |
Previous Close: |
1.050 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.85% |
1 Month |
|
|
+30.38% |
3 Months |
|
|
+148.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
1.050 |
1M High / 1M Low: |
1.080 |
0.804 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.068 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.956 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |