RBI Call/Semperit 24-25/ AT0000A3BW60 /
11/4/2024 12:03:26 PM | Chg.-0.004 | Bid5:20:03 PM | Ask5:20:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.179EUR | -2.19% | - Bid Size: - |
- Ask Size: - |
SEMPERIT AG HLDG | 11.00 EUR | 9/19/2025 | Call |
Master data
WKN: | RC1DXP |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | SEMPERIT AG HLDG |
Type: | Warrant |
Option type: | Call |
Strike price: | 11.00 EUR |
Maturity: | 9/19/2025 |
Issue date: | 4/8/2024 |
Last trading day: | 9/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.52 |
Leverage: | Yes |
Calculated values
Fair value: | 0.15 |
---|---|
Intrinsic value: | 0.02 |
Implied volatility: | 0.44 |
Historic volatility: | 0.31 |
Parity: | 0.02 |
Time value: | 0.18 |
Break-even: | 13.03 |
Moneyness: | 1.02 |
Premium: | 0.16 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.02 |
Spread %: | 10.93% |
Delta: | 0.62 |
Theta: | 0.00 |
Omega: | 3.44 |
Rho: | 0.04 |
Quote data
Open: | 0.180 |
---|---|
High: | 0.180 |
Low: | 0.179 |
Previous Close: | 0.183 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -3.24% | ||
---|---|---|---|
1 Month | -7.73% | ||
3 Months | -1.65% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.189 | 0.182 |
---|---|---|
1M High / 1M Low: | 0.202 | 0.177 |
6M High / 6M Low: | 0.301 | 0.145 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.185 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.189 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.218 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 46.07% | |
Volatility 6M: | 88.55% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |