RBI Call 15 SPI 21.03.2025
/ AT0000A376M1
RBI Call 15 SPI 21.03.2025/ AT0000A376M1 /
| 14/06/2024 09:16:59 |
Chg.+0.009 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.745EUR |
+1.22% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
15.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
0.71 |
| Time value: |
0.05 |
| Break-even: |
22.56 |
| Moneyness: |
1.47 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.72% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.85 |
| Rho: |
0.11 |
Quote data
| Open: |
0.745 |
| High: |
0.745 |
| Low: |
0.745 |
| Previous Close: |
0.736 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.34% |
| 1 Month |
|
|
+94.01% |
| 3 Months |
|
|
+198.00% |
| YTD |
|
|
+684.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.751 |
0.699 |
| 1M High / 1M Low: |
0.767 |
0.379 |
| 6M High / 6M Low: |
0.767 |
0.090 |
| High (YTD): |
29/05/2024 |
0.767 |
| Low (YTD): |
04/01/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.735 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.309 |
| Avg. volume 6M: |
|
6.400 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.88% |
| Volatility 6M: |
|
146.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
