RBI Call/S Immo 23-25/ AT0000A376M1 /
| 04/07/2024 16:02:00 | Chg.-0.001 | Bid17:21:28 | Ask17:21:28 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.729EUR | -0.14% | - 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: | 2.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.67 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.25 |
| Parity: | 0.67 |
| Time value: | 0.08 |
| Break-even: | 22.54 |
| Moneyness: | 1.45 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 2.72% |
| Delta: | 0.90 |
| Theta: | 0.00 |
| Omega: | 2.58 |
| Rho: | 0.08 |
Quote data
| Open: | 0.725 |
|---|---|
| High: | 0.729 |
| Low: | 0.725 |
| Previous Close: | 0.730 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +1.11% | ||
|---|---|---|---|
| 1 Month | +2.10% | ||
| 3 Months | +116.32% | ||
| YTD | +683.87% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.730 | 0.729 |
|---|---|---|
| 1M High / 1M Low: | 0.751 | 0.696 |
| 6M High / 6M Low: | 0.767 | 0.106 |
| High (YTD): | 29/05/2024 | 0.767 |
| Low (YTD): | 02/01/2024 | 0.092 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.730 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.722 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.410 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 37.73% | |
| Volatility 6M: | 108.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
