RBI Call 13 SPI 21.03.2025
/ AT0000A376L3
RBI Call 13 SPI 21.03.2025/ AT0000A376L3 /
| 2024-06-04 9:16:55 AM |
Chg.-0.006 |
Bid11:45:20 AM |
Ask11:45:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-0.66% |
0.890
Bid Size: 10,000 |
0.910
Ask Size: 10,000 |
S IMMO AG |
13.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
0.87 |
| Time value: |
0.06 |
| Break-even: |
22.30 |
| Moneyness: |
1.67 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.20% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
2.21 |
| Rho: |
0.09 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.916 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.29% |
| 1 Month |
|
|
+86.09% |
| 3 Months |
|
|
+166.86% |
| YTD |
|
|
+448.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.916 |
| 1M High / 1M Low: |
0.950 |
0.485 |
| 6M High / 6M Low: |
0.950 |
0.160 |
| High (YTD): |
2024-05-29 |
0.950 |
| Low (YTD): |
2024-01-04 |
0.169 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.937 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.55% |
| Volatility 6M: |
|
115.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
