RBI Call/Semperit 24-25/  AT0000A3BW60  /

Wien OS
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:   -