RBI Call 15 SPI 21.03.2025
/ AT0000A376M1
RBI Call 15 SPI 21.03.2025/ AT0000A376M1 /
| 2024-09-20 9:15:57 AM |
Chg.0.000 |
Bid4:36:16 PM |
Ask4:36:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.732EUR |
0.00% |
0.726
Bid Size: 10,000 |
0.746
Ask Size: 10,000 |
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: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.05 |
| Break-even: |
22.46 |
| Moneyness: |
1.47 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.75% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.76 |
| Rho: |
0.07 |
Quote data
| Open: |
0.732 |
| High: |
0.732 |
| Low: |
0.732 |
| Previous Close: |
0.732 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.01% |
| 1 Month |
|
|
-8.73% |
| 3 Months |
|
|
+3.10% |
| YTD |
|
|
+670.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.747 |
0.727 |
| 1M High / 1M Low: |
0.816 |
0.727 |
| 6M High / 6M Low: |
0.816 |
0.257 |
| High (YTD): |
2024-08-22 |
0.816 |
| Low (YTD): |
2024-01-04 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.615 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.03% |
| Volatility 6M: |
|
136.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
