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RBI Call/Telekom Austria 23-25/  AT0000A37CD7  /

Wien OS
10/10/2024  12:08:44 PM Chg.+0.003 Bid4:16:06 PM Ask4:16:06 PM Underlying Strike price Expiration date Option type
0.118EUR +2.61% 0.117
Bid Size: 10,000		 0.137
Ask Size: 10,000		 TELEKOM AUSTRIA AG 7.50 EUR 3/21/2025 Call
 

Master data

WKN: RC1A9M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: TELEKOM AUSTRIA AG
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 3/21/2025
Issue date: 10/5/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.29
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.11
Implied volatility: 0.29
Historic volatility: 0.15
Parity: 0.11
Time value: 0.03
Break-even: 8.86
Moneyness: 1.14
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 17.24%
Delta: 0.80
Theta: 0.00
Omega: 5.04
Rho: 0.02
 

Quote data

Open: 0.124
High: 0.124
Low: 0.118
Previous Close: 0.115
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -3.28%
1 Month
  -14.49%
3 Months
  -21.33%
YTD  
+47.50%
1 Year  
+210.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.122 0.115
1M High / 1M Low: 0.142 0.112
6M High / 6M Low: 0.192 0.068
High (YTD): 7/1/2024 0.192
Low (YTD): 3/1/2024 0.057
52W High: 7/1/2024 0.192
52W Low: 10/31/2023 0.036
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.128
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.098
Avg. volume 1Y:   0.000
Volatility 1M:   85.89%
Volatility 6M:   86.73%
Volatility 1Y:   82.83%
Volatility 3Y:   -