RBI Call/S Immo 23-25/ AT0000A376M1 /
| 10/16/2024 9:15:01 AM | Chg.+0.005 | Bid5:16:11 PM | Ask5:16:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.725EUR | +0.69% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 15.00 EUR | 3/21/2025 | 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: | 3/21/2025 |
| Issue date: | 9/26/2023 |
| Last trading day: | 3/20/2025 |
| 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): | 8/22/2024 | 0.816 |
| Low (YTD): | 1/2/2024 | 0.092 |
| 52W High: | 8/22/2024 | 0.816 |
| 52W Low: | 12/27/2023 | 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: | - |
