RBI Call/Semperit 24-25/ AT0000A3B5B7 /
8/26/2024 9:15:02 AM | Chg.+0.010 | Bid11:10:22 AM | Ask11:10:22 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.092EUR | +12.20% | 0.106 Bid Size: 10,000 |
0.126 Ask Size: 10,000 |
SEMPERIT AG HLDG | 14.00 EUR | 3/21/2025 | Call |
Master data
WKN: | RC1DBC |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | SEMPERIT AG HLDG |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.00 EUR |
Maturity: | 3/21/2025 |
Issue date: | 3/11/2024 |
Last trading day: | 3/20/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.26 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.34 |
Parity: | -0.18 |
Time value: | 0.11 |
Break-even: | 15.08 |
Moneyness: | 0.87 |
Premium: | 0.24 |
Premium p.a.: | 0.46 |
Spread abs.: | 0.02 |
Spread %: | 22.73% |
Delta: | 0.43 |
Theta: | 0.00 |
Omega: | 4.81 |
Rho: | 0.02 |
Quote data
Open: | 0.092 |
---|---|
High: | 0.092 |
Low: | 0.092 |
Previous Close: | 0.082 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | +15.00% | ||
---|---|---|---|
1 Month | +206.67% | ||
3 Months | +2.22% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.082 | 0.079 |
---|---|---|
1M High / 1M Low: | 0.082 | 0.030 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.080 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.055 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 327.56% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |