RBI Call 20 SPI 19.09.2025
/ AT0000A3BW45
RBI Call 20 SPI 19.09.2025/ AT0000A3BW45 /
| 2024-06-11 9:20:14 AM |
Chg.+0.038 |
Bid2024-06-11 |
Ask2024-06-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.422EUR |
+9.90% |
0.422
Bid Size: 10,000 |
0.442
Ask Size: 10,000 |
S IMMO AG |
20.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DXM |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.20 |
| Time value: |
0.24 |
| Break-even: |
24.35 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
4.82% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
3.67 |
| Rho: |
0.15 |
Quote data
| Open: |
0.422 |
| High: |
0.422 |
| Low: |
0.422 |
| Previous Close: |
0.384 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.69% |
| 1 Month |
|
|
+146.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.407 |
0.384 |
| 1M High / 1M Low: |
0.437 |
0.173 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.397 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
