RBI Call 13 SPI 21.03.2025
/ AT0000A376L3
RBI Call 13 SPI 21.03.2025/ AT0000A376L3 /
| 6/18/2024 9:15:07 AM |
Chg.-0.029 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.893EUR |
-3.15% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
13.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A4G |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
0.88 |
| Time value: |
0.06 |
| Break-even: |
22.42 |
| Moneyness: |
1.68 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.17 |
| Rho: |
0.08 |
Quote data
| Open: |
0.893 |
| High: |
0.893 |
| Low: |
0.893 |
| Previous Close: |
0.922 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
+56.67% |
| 3 Months |
|
|
+140.70% |
| YTD |
|
|
+437.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.928 |
0.893 |
| 1M High / 1M Low: |
0.950 |
0.546 |
| 6M High / 6M Low: |
0.950 |
0.160 |
| High (YTD): |
5/29/2024 |
0.950 |
| Low (YTD): |
1/4/2024 |
0.169 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.447 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.62% |
| Volatility 6M: |
|
115.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
