RBI Call 15 SPI 21.03.2025
/ AT0000A376M1
RBI Call 15 SPI 21.03.2025/ AT0000A376M1 /
| 6/11/2024 9:21:07 AM |
Chg.+0.052 |
Bid10:55:34 AM |
Ask10:55:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.751EUR |
+7.44% |
0.750
Bid Size: 10,000 |
0.770
Ask Size: 10,000 |
S IMMO AG |
15.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.70 |
| Time value: |
0.06 |
| Break-even: |
22.61 |
| Moneyness: |
1.47 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
2.72 |
| Rho: |
0.10 |
Quote data
| Open: |
0.751 |
| High: |
0.751 |
| Low: |
0.751 |
| Previous Close: |
0.699 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.02% |
| 1 Month |
|
|
+102.43% |
| 3 Months |
|
|
+206.53% |
| YTD |
|
|
+690.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.729 |
0.699 |
| 1M High / 1M Low: |
0.767 |
0.374 |
| 6M High / 6M Low: |
0.767 |
0.090 |
| High (YTD): |
5/29/2024 |
0.767 |
| Low (YTD): |
1/4/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
6.400 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.52% |
| Volatility 6M: |
|
147.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
