RBI Call/voestalpine 23-25
/ AT0000A376W0
RBI Call/voestalpine 23-25/ AT0000A376W0 /
04/07/2024 16:02:00 |
Chg.+0.009 |
Bid17:20:43 |
Ask17:20:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.247EUR |
+3.78% |
- Bid Size: - |
- Ask Size: - |
VOESTALPINE AG |
26.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A4S |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
26/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-0.04 |
Time value: |
0.26 |
Break-even: |
28.58 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
4.03% |
Delta: |
0.57 |
Theta: |
-0.01 |
Omega: |
5.64 |
Rho: |
0.09 |
Quote data
Open: |
0.256 |
High: |
0.256 |
Low: |
0.247 |
Previous Close: |
0.238 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.23% |
1 Month |
|
|
-8.18% |
3 Months |
|
|
-29.23% |
YTD |
|
|
-52.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.244 |
0.227 |
1M High / 1M Low: |
0.311 |
0.207 |
6M High / 6M Low: |
0.493 |
0.207 |
High (YTD): |
02/01/2024 |
0.517 |
Low (YTD): |
18/06/2024 |
0.207 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.237 |
Avg. volume 1W: |
|
300 |
Avg. price 1M: |
|
0.251 |
Avg. volume 1M: |
|
71.429 |
Avg. price 6M: |
|
0.315 |
Avg. volume 6M: |
|
279.661 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.28% |
Volatility 6M: |
|
110.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |