RBI Call 15 SPI 21.03.2025
/ AT0000A376M1
RBI Call 15 SPI 21.03.2025/ AT0000A376M1 /
| 9/19/2024 9:16:15 AM |
Chg.+0.005 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.732EUR |
+0.69% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.05 |
| Break-even: |
22.51 |
| Moneyness: |
1.47 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.06 |
Quote data
| Open: |
0.732 |
| High: |
0.732 |
| Low: |
0.732 |
| Previous Close: |
0.727 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.01% |
| 1 Month |
|
|
-9.29% |
| 3 Months |
|
|
+3.24% |
| 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 |
0.248 |
| High (YTD): |
8/22/2024 |
0.816 |
| Low (YTD): |
1/4/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.741 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
31.80% |
| Volatility 6M: |
|
136.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
