RBI Call/S Immo 23-25/ AT0000A376M1 /
| 29/07/2024 09:15:02 | Chg.-0.005 | Bid16:20:57 | Ask16:20:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.736EUR | -0.67% | 0.746 Bid Size: 10,000 |
0.766 Ask Size: 10,000 |
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: | 2.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.25 |
| Parity: | 0.71 |
| Time value: | 0.04 |
| Break-even: | 22.52 |
| Moneyness: | 1.47 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 2.73% |
| Delta: | 0.97 |
| Theta: | 0.00 |
| Omega: | 2.84 |
| Rho: | 0.09 |
Quote data
| Open: | 0.736 |
|---|---|
| High: | 0.736 |
| Low: | 0.736 |
| Previous Close: | 0.741 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -1.60% | ||
|---|---|---|---|
| 1 Month | +2.08% | ||
| 3 Months | +112.72% | ||
| YTD | +691.40% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.753 | 0.741 |
|---|---|---|
| 1M High / 1M Low: | 0.755 | 0.729 |
| 6M High / 6M Low: | 0.767 | 0.185 |
| High (YTD): | 29/05/2024 | 0.767 |
| Low (YTD): | 02/01/2024 | 0.092 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.747 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.743 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.513 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 12.23% | |
| Volatility 6M: | 103.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
