RBI Call/Kapsch 23-25/ AT0000A37645 /
02/08/2024 14:30:39 | Chg.-0.004 | Bid17:27:29 | Ask17:27:29 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.023EUR | -14.81% | - Bid Size: - |
- Ask Size: - |
Kapsch TrafficCom AG | 11.50 EUR | 21/03/2025 | Call |
Master data
WKN: | RC1A30 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Kapsch TrafficCom AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.50 EUR |
Maturity: | 21/03/2025 |
Issue date: | 26/09/2023 |
Last trading day: | 20/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.40 |
Historic volatility: | 0.23 |
Parity: | -0.25 |
Time value: | 0.05 |
Break-even: | 11.96 |
Moneyness: | 0.78 |
Premium: | 0.33 |
Premium p.a.: | 0.56 |
Spread abs.: | 0.02 |
Spread %: | 76.92% |
Delta: | 0.30 |
Theta: | 0.00 |
Omega: | 5.82 |
Rho: | 0.01 |
Quote data
Open: | 0.027 |
---|---|
High: | 0.027 |
Low: | 0.023 |
Previous Close: | 0.027 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -23.33% | ||
---|---|---|---|
1 Month | -36.11% | ||
3 Months | 0.00% | ||
YTD | -71.25% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.030 | 0.027 |
---|---|---|
1M High / 1M Low: | 0.037 | 0.027 |
6M High / 6M Low: | 0.074 | 0.021 |
High (YTD): | 10/01/2024 | 0.110 |
Low (YTD): | 24/04/2024 | 0.021 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.028 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.032 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.036 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 63.72% | |
Volatility 6M: | 131.69% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |