RBI Call/RBI 23-25/ AT0000A37983 /
| 10/18/2024 9:15:01 AM | Chg.-0.042 | Bid5:10:25 PM | Ask5:10:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.536EUR | -7.27% | - Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... | 13.00 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A6L |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | RAIFFEISEN BK INTL INH. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 10/2/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.30 |
| Parity: | 0.54 |
| Time value: | 0.04 |
| Break-even: | 18.75 |
| Moneyness: | 1.41 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 3.60% |
| Delta: | 0.92 |
| Theta: | 0.00 |
| Omega: | 2.93 |
| Rho: | 0.05 |
Quote data
| Open: | 0.536 |
|---|---|
| High: | 0.536 |
| Low: | 0.536 |
| Previous Close: | 0.578 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +0.37% | ||
|---|---|---|---|
| 1 Month | +1.32% | ||
| 3 Months | +1.13% | ||
| YTD | -12.99% | ||
| 1 Year | +136.12% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.578 | 0.536 |
|---|---|---|
| 1M High / 1M Low: | 0.578 | 0.463 |
| 6M High / 6M Low: | 0.609 | 0.361 |
| High (YTD): | 2/23/2024 | 0.734 |
| Low (YTD): | 8/5/2024 | 0.361 |
| 52W High: | 2/23/2024 | 0.734 |
| 52W Low: | 10/31/2023 | 0.195 |
| Avg. price 1W: | 0.555 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.523 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.494 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.508 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 60.09% | |
| Volatility 6M: | 85.92% | |
| Volatility 1Y: | 91.99% | |
| Volatility 3Y: | - |
