RBI Call 24 VAS 21.03.2025
/ AT0000A3B5G6
RBI Call 24 VAS 21.03.2025/ AT0000A3B5G6 /
| 2024-06-13 12:34:16 PM |
Chg.-0.002 |
Bid3:13:27 PM |
Ask3:13:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-0.57% |
0.347
Bid Size: 10,000 |
0.357
Ask Size: 10,000 |
VOESTALPINE AG |
24.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1DBH |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
0.16 |
| Time value: |
0.21 |
| Break-even: |
27.75 |
| Moneyness: |
1.07 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.74% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
0.11 |
Quote data
| Open: |
0.348 |
| High: |
0.351 |
| Low: |
0.348 |
| Previous Close: |
0.352 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
-3.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.412 |
0.352 |
| 1M High / 1M Low: |
0.439 |
0.343 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.395 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
