RBI Call 15 SPI 21.03.2025
/ AT0000A376M1
RBI Call 15 SPI 21.03.2025/ AT0000A376M1 /
| 2024-06-18 9:15:07 AM |
Chg.-0.028 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.711EUR |
-3.79% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
15.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4H |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
0.68 |
| Time value: |
0.08 |
| Break-even: |
22.56 |
| Moneyness: |
1.45 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.72% |
| Delta: |
0.91 |
| Theta: |
0.00 |
| Omega: |
2.62 |
| Rho: |
0.09 |
Quote data
| Open: |
0.711 |
| High: |
0.711 |
| Low: |
0.711 |
| Previous Close: |
0.739 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.33% |
| 1 Month |
|
|
+72.16% |
| 3 Months |
|
|
+190.20% |
| YTD |
|
|
+648.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.751 |
0.736 |
| 1M High / 1M Low: |
0.767 |
0.391 |
| 6M High / 6M Low: |
0.767 |
0.090 |
| High (YTD): |
2024-05-29 |
0.767 |
| Low (YTD): |
2024-01-04 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.743 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
6.400 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.60% |
| Volatility 6M: |
|
146.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
