RBI Call/STRABAG 23-25/ AT0000A37C55 /
| 2024-10-09 12:03:58 PM | Chg.+0.023 | Bid3:21:04 PM | Ask3:21:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.808EUR | +2.93% | 0.813 Bid Size: 10,000 |
0.833 Ask Size: 10,000 |
STRABAG SE | 31.8192 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A9D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | STRABAG SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 31.82 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-05 |
| Last trading day: | 2025-03-20 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.84 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.27 |
| Parity: | 0.71 |
| Time value: | 0.10 |
| Break-even: | 38.26 |
| Moneyness: | 1.18 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 2.53% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 5.21 |
| Rho: | 0.12 |
Quote data
| Open: | 0.790 |
|---|---|
| High: | 0.836 |
| Low: | 0.790 |
| Previous Close: | 0.785 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +2.93% | ||
|---|---|---|---|
| 1 Month | -6.70% | ||
| 3 Months | -21.55% | ||
| YTD | +74.51% | ||
| 1 Year | +228.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.808 | 0.776 |
|---|---|---|
| 1M High / 1M Low: | 1.100 | 0.776 |
| 6M High / 6M Low: | 1.370 | 0.776 |
| High (YTD): | 2024-06-12 | 1.370 |
| Low (YTD): | 2024-03-15 | 0.438 |
| 52W High: | 2024-06-12 | 1.370 |
| 52W Low: | 2023-10-17 | 0.240 |
| Avg. price 1W: | 0.788 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.896 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.027 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.756 | |
| Avg. volume 1Y: | 23.622 | |
| Volatility 1M: | 109.12% | |
| Volatility 6M: | 89.99% | |
| Volatility 1Y: | 120.55% | |
| Volatility 3Y: | - |
