RBI Call/S Immo 23-25/ AT0000A376M1 /
16/10/2024 09:15:01 | Chg.+0.005 | Bid17:16:11 | Ask17:16:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.725EUR | +0.69% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 15.00 EUR | 21/03/2025 | 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: | 21/03/2025 |
Issue date: | 26/09/2023 |
Last trading day: | 20/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 2.97 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.71 |
Implied volatility: | 0.40 |
Historic volatility: | 0.22 |
Parity: | 0.71 |
Time value: | 0.03 |
Break-even: | 22.44 |
Moneyness: | 1.47 |
Premium: | 0.02 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 2.76% |
Delta: | 0.95 |
Theta: | 0.00 |
Omega: | 2.82 |
Rho: | 0.06 |
Quote data
Open: | 0.725 |
---|---|
High: | 0.725 |
Low: | 0.725 |
Previous Close: | 0.720 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -0.14% | ||
---|---|---|---|
1 Month | -2.95% | ||
3 Months | -3.97% | ||
YTD | +679.57% | ||
1 Year | +370.78% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.726 | 0.720 |
---|---|---|
1M High / 1M Low: | 0.747 | 0.720 |
6M High / 6M Low: | 0.816 | 0.340 |
High (YTD): | 22/08/2024 | 0.816 |
Low (YTD): | 02/01/2024 | 0.092 |
52W High: | 22/08/2024 | 0.816 |
52W Low: | 27/12/2023 | 0.091 |
Avg. price 1W: | 0.722 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.730 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.695 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 0.451 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 11.75% | |
Volatility 6M: | 86.18% | |
Volatility 1Y: | 91.70% | |
Volatility 3Y: | - |