RBI Call 18 IIA 21.03.2025
/ AT0000A375Y8
RBI Call 18 IIA 21.03.2025/ AT0000A375Y8 /
2024-09-20 9:15:57 AM |
Chg.+0.064 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.785EUR |
+8.88% |
- Bid Size: - |
- Ask Size: - |
Immofinanz AG |
18.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A3U |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Immofinanz AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.73 |
Historic volatility: |
0.27 |
Parity: |
0.56 |
Time value: |
0.22 |
Break-even: |
25.70 |
Moneyness: |
1.31 |
Premium: |
0.09 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
2.67% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
2.42 |
Rho: |
0.05 |
Quote data
Open: |
0.785 |
High: |
0.785 |
Low: |
0.785 |
Previous Close: |
0.721 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.04% |
1 Month |
|
|
-42.70% |
3 Months |
|
|
+12.79% |
YTD |
|
|
+62.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.942 |
0.651 |
1M High / 1M Low: |
1.510 |
0.651 |
6M High / 6M Low: |
1.510 |
0.583 |
High (YTD): |
2024-09-03 |
1.510 |
Low (YTD): |
2024-03-05 |
0.453 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.788 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.867 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
158.18% |
Volatility 6M: |
|
80.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |