RBI Call 15 SPI 21.03.2025/  AT0000A376M1  /

EUWAX
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:   -