RBI Call/S Immo 23-25/ AT0000A376M1 /
| 2024-08-09 9:15:02 AM | Chg.+0.005 | Bid4:55:40 PM | Ask4:55:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.795EUR | +0.63% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 15.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A4H |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.77 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.25 |
| Parity: | 0.77 |
| Time value: | 0.05 |
| Break-even: | 23.20 |
| Moneyness: | 1.51 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 2.50% |
| Delta: | 0.95 |
| Theta: | 0.00 |
| Omega: | 2.62 |
| Rho: | 0.08 |
Quote data
| Open: | 0.795 |
|---|---|
| High: | 0.795 |
| Low: | 0.795 |
| Previous Close: | 0.790 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -1.36% | ||
|---|---|---|---|
| 1 Month | +6.43% | ||
| 3 Months | +109.21% | ||
| YTD | +754.84% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.795 | 0.732 |
|---|---|---|
| 1M High / 1M Low: | 0.806 | 0.732 |
| 6M High / 6M Low: | 0.806 | 0.200 |
| High (YTD): | 2024-08-02 | 0.806 |
| Low (YTD): | 2024-01-02 | 0.092 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.768 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.757 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.553 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 46.79% | |
| Volatility 6M: | 104.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
