RBI Call 21 IIA 21.03.2025
/ AT0000A37611
RBI Call 21 IIA 21.03.2025/ AT0000A37611 /
| 6/14/2024 9:16:57 AM |
Chg.+0.003 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.489EUR |
+0.62% |
-
Bid Size: - |
-
Ask Size: - |
Immofinanz AG |
21.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A3X |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.13 |
| Parity: |
0.30 |
| Time value: |
0.20 |
| Break-even: |
25.98 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.05% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.10 |
Quote data
| Open: |
0.489 |
| High: |
0.489 |
| Low: |
0.489 |
| Previous Close: |
0.486 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.24% |
| 1 Month |
|
|
+2.30% |
| 3 Months |
|
|
+40.92% |
| YTD |
|
|
+65.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.489 |
0.480 |
| 1M High / 1M Low: |
0.496 |
0.439 |
| 6M High / 6M Low: |
0.496 |
0.233 |
| High (YTD): |
6/5/2024 |
0.496 |
| Low (YTD): |
1/15/2024 |
0.272 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.369 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.74% |
| Volatility 6M: |
|
52.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
