RBI Call 21 IIA 21.03.2025
/ AT0000A37611
RBI Call 21 IIA 21.03.2025/ AT0000A37611 /
| 2024-06-21 9:16:37 AM |
Chg.-0.021 |
Bid12:40:22 PM |
Ask12:40:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.473EUR |
-4.25% |
0.383
Bid Size: 10,000 |
0.393
Ask Size: 10,000 |
Immofinanz AG |
21.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.13 |
| Parity: |
0.29 |
| Time value: |
0.21 |
| Break-even: |
25.95 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.06% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.57 |
| Rho: |
0.10 |
Quote data
| Open: |
0.473 |
| High: |
0.473 |
| Low: |
0.473 |
| Previous Close: |
0.494 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.27% |
| 1 Month |
|
|
+4.42% |
| 3 Months |
|
|
+9.74% |
| YTD |
|
|
+60.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.508 |
0.489 |
| 1M High / 1M Low: |
0.508 |
0.439 |
| 6M High / 6M Low: |
0.508 |
0.254 |
| High (YTD): |
2024-06-18 |
0.508 |
| Low (YTD): |
2024-01-15 |
0.272 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.495 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.377 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.13% |
| Volatility 6M: |
|
52.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
