RBI Call 22.5 PAL 21.03.2025
/ AT0000A376B4
RBI Call 22.5 PAL 21.03.2025/ AT0000A376B4 /
| 10/06/2024 09:17:25 |
Chg.-0.023 |
Bid16:51:21 |
Ask16:51:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.378EUR |
-5.74% |
0.384
Bid Size: 10,000 |
0.404
Ask Size: 10,000 |
Palfinger AG |
22.50 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A37 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Palfinger AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.50 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.25 |
| Break-even: |
26.51 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
5.25% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.10 |
Quote data
| Open: |
0.378 |
| High: |
0.378 |
| Low: |
0.378 |
| Previous Close: |
0.401 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.03% |
| 1 Month |
|
|
+43.73% |
| 3 Months |
|
|
-9.57% |
| YTD |
|
|
-26.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.416 |
0.401 |
| 1M High / 1M Low: |
0.417 |
0.261 |
| 6M High / 6M Low: |
0.541 |
0.245 |
| High (YTD): |
02/01/2024 |
0.541 |
| Low (YTD): |
03/05/2024 |
0.245 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.401 |
| Avg. volume 6M: |
|
8.065 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.28% |
| Volatility 6M: |
|
77.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
