RBI Call/STRABAG 24-25/ AT0000A3CKD3 /
| 7/5/2024 3:48:56 PM | Chg.+0.010 | Bid5:01:11 PM | Ask5:01:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.515EUR | +1.98% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 36.00 EUR | 9/19/2025 | Call |
Master data
| WKN: | RC1D9L |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | STRABAG SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 36.00 EUR |
| Maturity: | 9/19/2025 |
| Issue date: | 4/17/2024 |
| Last trading day: | 9/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.26 |
| Parity: | 0.23 |
| Time value: | 0.29 |
| Break-even: | 41.24 |
| Moneyness: | 1.06 |
| Premium: | 0.08 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 3.97% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 5.36 |
| Rho: | 0.28 |
Quote data
| Open: | 0.515 |
|---|---|
| High: | 0.515 |
| Low: | 0.508 |
| Previous Close: | 0.505 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -12.42% | ||
|---|---|---|---|
| 1 Month | -27.46% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.588 | 0.492 |
|---|---|---|
| 1M High / 1M Low: | 0.741 | 0.492 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.519 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.633 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 110.83% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
