RBI Call/S Immo 23-25/ AT0000A376M1 /
7/4/2024 4:02:00 PM | Chg.-0.001 | Bid5:21:28 PM | Ask5:21:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.729EUR | -0.14% | - 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: | 2.88 |
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): | 5/29/2024 | 0.767 |
Low (YTD): | 1/2/2024 | 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: | - |