RBI Call 22 IIA 21.03.2025
/ AT0000A37629
RBI Call 22 IIA 21.03.2025/ AT0000A37629 /
| 2024-09-20 9:15:57 AM |
Chg.+0.053 |
Bid9:40:24 AM |
Ask9:40:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.512EUR |
+11.55% |
0.506
Bid Size: 10,000 |
0.526
Ask Size: 10,000 |
Immofinanz AG |
22.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3Y |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.27 |
| Parity: |
0.09 |
| Time value: |
0.37 |
| Break-even: |
26.56 |
| Moneyness: |
1.04 |
| Premium: |
0.16 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
4.59% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
3.20 |
| Rho: |
0.05 |
Quote data
| Open: |
0.512 |
| High: |
0.512 |
| Low: |
0.512 |
| Previous Close: |
0.459 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.60% |
| 1 Month |
|
|
-49.31% |
| 3 Months |
|
|
+20.19% |
| YTD |
|
|
+108.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.643 |
0.397 |
| 1M High / 1M Low: |
1.170 |
0.397 |
| 6M High / 6M Low: |
1.170 |
0.317 |
| High (YTD): |
2024-09-03 |
1.170 |
| Low (YTD): |
2024-01-15 |
0.224 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.537 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.569 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.58% |
| Volatility 6M: |
|
103.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
