RBI Call/Kapsch 23-25/ AT0000A37637 /
| 09/07/2024 09:15:00 | Chg.0.000 | Bid10:01:36 | Ask10:01:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.078EUR | 0.00% | 0.075 Bid Size: 10,000 |
0.095 Ask Size: 10,000 |
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: | 9.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.24 |
| Parity: | -0.10 |
| Time value: | 0.10 |
| Break-even: | 10.98 |
| Moneyness: | 0.90 |
| Premium: | 0.22 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 25.64% |
| Delta: | 0.48 |
| Theta: | 0.00 |
| Omega: | 4.42 |
| Rho: | 0.02 |
Quote data
| Open: | 0.078 |
|---|---|
| High: | 0.078 |
| Low: | 0.078 |
| Previous Close: | 0.078 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +2.63% | ||
|---|---|---|---|
| 1 Month | +21.88% | ||
| 3 Months | +8.33% | ||
| YTD | -38.10% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.078 | 0.073 |
|---|---|---|
| 1M High / 1M Low: | 0.089 | 0.068 |
| 6M High / 6M Low: | 0.166 | 0.048 |
| High (YTD): | 10/01/2024 | 0.166 |
| Low (YTD): | 24/04/2024 | 0.048 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.076 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.079 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.084 | |
| Avg. volume 6M: | 166.667 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.34% | |
| Volatility 6M: | 110.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
