RBI Call 107.5 DOCOF 21.03.2025
/ AT0000A375R2
RBI Call 107.5 DOCOF 21.03.2025/ AT0000A375R2 /
| 5/22/2024 9:16:31 AM |
Chg.+0.14 |
Bid3:53:02 PM |
Ask3:53:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.63EUR |
+3.12% |
4.57
Bid Size: 10,000 |
4.59
Ask Size: 10,000 |
Do & Co AG |
107.50 - |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A3M |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Do & Co AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 - |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.61 |
| Intrinsic value: |
4.19 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
4.19 |
| Time value: |
0.48 |
| Break-even: |
154.20 |
| Moneyness: |
1.39 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
2.97 |
| Rho: |
0.76 |
Quote data
| Open: |
4.63 |
| High: |
4.63 |
| Low: |
4.63 |
| Previous Close: |
4.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.11% |
| 1 Month |
|
|
+12.11% |
| 3 Months |
|
|
+21.52% |
| YTD |
|
|
+44.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.73 |
4.34 |
| 1M High / 1M Low: |
4.73 |
3.86 |
| 6M High / 6M Low: |
4.82 |
2.63 |
| High (YTD): |
3/13/2024 |
4.82 |
| Low (YTD): |
1/24/2024 |
2.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.61 |
| Avg. volume 6M: |
|
8.06 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.34% |
| Volatility 6M: |
|
83.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
