RBI Call/STRABAG 23-25/ AT0000A37C48 /
| 11/12/2024 11:43:04 AM | Chg.-0.010 | Bid12:03:04 PM | Ask12:03:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.990EUR | -1.00% | 1.010 Bid Size: 10,000 |
1.030 Ask Size: 10,000 |
STRABAG SE | 30.2282 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A9C |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | STRABAG SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.23 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 10/5/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.98 |
| Implied volatility: | - |
| Historic volatility: | 0.27 |
| Parity: | 0.98 |
| Time value: | 0.03 |
| Break-even: | 38.26 |
| Moneyness: | 1.26 |
| Premium: | 0.01 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.02 |
| Spread %: | 2.02% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.000 |
|---|---|
| High: | 1.000 |
| Low: | 0.990 |
| Previous Close: | 1.000 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +12.88% | ||
|---|---|---|---|
| 1 Month | -1.00% | ||
| 3 Months | -13.16% | ||
| YTD | +71.88% | ||
| 1 Year | +129.70% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.040 | 0.877 |
|---|---|---|
| 1M High / 1M Low: | 1.070 | 0.839 |
| 6M High / 6M Low: | 1.570 | 0.839 |
| High (YTD): | 6/12/2024 | 1.570 |
| Low (YTD): | 3/15/2024 | 0.550 |
| 52W High: | 6/12/2024 | 1.570 |
| 52W Low: | 12/8/2023 | 0.355 |
| Avg. price 1W: | 0.974 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.962 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.172 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.958 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 84.23% | |
| Volatility 6M: | 78.92% | |
| Volatility 1Y: | 108.58% | |
| Volatility 3Y: | - |
