RBI Call/STRABAG 24-25/ AT0000A3CKD3 /
| 2024-11-12 11:43:04 AM | Chg.-0.007 | Bid1:15:44 PM | Ask1:15:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.385EUR | -1.79% | 0.398 Bid Size: 10,000 |
0.418 Ask Size: 10,000 |
STRABAG SE | 36.00 EUR | 2025-09-19 | 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: | 2025-09-19 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2025-09-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.27 |
| Parity: | 0.20 |
| Time value: | 0.21 |
| Break-even: | 40.05 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 5.19% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 6.78 |
| Rho: | 0.20 |
Quote data
| Open: | 0.392 |
|---|---|
| High: | 0.392 |
| Low: | 0.385 |
| Previous Close: | 0.392 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +17.02% | ||
|---|---|---|---|
| 1 Month | -4.70% | ||
| 3 Months | -24.51% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.416 | 0.329 |
|---|---|---|
| 1M High / 1M Low: | 0.442 | 0.312 |
| 6M High / 6M Low: | 0.741 | 0.312 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.380 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.379 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.519 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.16% | |
| Volatility 6M: | 104.83% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
