RBI Call/Kapsch 23-25/ AT0000A37637 /
| 02/08/2024 14:30:39 | Chg.-0.006 | Bid17:27:29 | Ask17:27:29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.057EUR | -9.52% | - Bid Size: - |
- Ask Size: - |
Kapsch TrafficCom AG | 10.00 EUR | 21/03/2025 | Call |
Master data
| WKN: | RC1A3Z |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Kapsch TrafficCom AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 EUR |
| Maturity: | 21/03/2025 |
| Issue date: | 26/09/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.23 |
| Parity: | -0.10 |
| Time value: | 0.08 |
| Break-even: | 10.80 |
| Moneyness: | 0.90 |
| Premium: | 0.20 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.02 |
| Spread %: | 33.33% |
| Delta: | 0.45 |
| Theta: | 0.00 |
| Omega: | 5.08 |
| Rho: | 0.02 |
Quote data
| Open: | 0.063 |
|---|---|
| High: | 0.063 |
| Low: | 0.057 |
| Previous Close: | 0.063 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -16.18% | ||
|---|---|---|---|
| 1 Month | -25.00% | ||
| 3 Months | +11.76% | ||
| YTD | -54.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.065 | 0.057 |
|---|---|---|
| 1M High / 1M Low: | 0.078 | 0.057 |
| 6M High / 6M Low: | 0.120 | 0.048 |
| High (YTD): | 10/01/2024 | 0.166 |
| Low (YTD): | 24/04/2024 | 0.048 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.063 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.069 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.072 | |
| Avg. volume 6M: | 71.429 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 58.47% | |
| Volatility 6M: | 109.56% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
