RBI Call/STRABAG 23-25/ AT0000A37C55 /
| 12/11/2024 11:43:04 | Chg.-0.012 | Bid12:03:04 | Ask12:03:04 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.803EUR | -1.47% | 0.826 Bid Size: 10,000 |
0.846 Ask Size: 10,000 |
STRABAG SE | 31.8192 EUR | 21/03/2025 | 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: | 21/03/2025 |
| Issue date: | 05/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.86 |
|---|---|
| Intrinsic value: | 0.78 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.27 |
| Parity: | 0.78 |
| Time value: | 0.05 |
| Break-even: | 38.37 |
| Moneyness: | 1.19 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 2.49% |
| Delta: | 0.98 |
| Theta: | 0.00 |
| Omega: | 5.71 |
| Rho: | 0.11 |
Quote data
| Open: | 0.815 |
|---|---|
| High: | 0.815 |
| Low: | 0.803 |
| Previous Close: | 0.815 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +14.55% | ||
|---|---|---|---|
| 1 Month | -1.83% | ||
| 3 Months | -17.13% | ||
| YTD | +73.43% | ||
| 1 Year | +134.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.853 | 0.701 |
|---|---|---|
| 1M High / 1M Low: | 0.885 | 0.667 |
| 6M High / 6M Low: | 1.370 | 0.667 |
| High (YTD): | 12/06/2024 | 1.370 |
| Low (YTD): | 15/03/2024 | 0.438 |
| 52W High: | 12/06/2024 | 1.370 |
| 52W Low: | 08/12/2023 | 0.275 |
| Avg. price 1W: | 0.791 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.783 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.991 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.802 | |
| Avg. volume 1Y: | 23.529 | |
| Volatility 1M: | 95.51% | |
| Volatility 6M: | 88.70% | |
| Volatility 1Y: | 120.58% | |
| Volatility 3Y: | - |
