RBI Call 26 VAS 21.03.2025
/ AT0000A376W0
RBI Call 26 VAS 21.03.2025/ AT0000A376W0 /
2024-06-14 9:16:59 AM |
Chg.-0.020 |
Bid4:20:54 PM |
Ask4:20:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.233EUR |
-7.91% |
0.217 Bid Size: 10,000 |
0.227 Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A4S |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
VOESTALPINE AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
26.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-0.09 |
Time value: |
0.25 |
Break-even: |
28.49 |
Moneyness: |
0.96 |
Premium: |
0.14 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
4.18% |
Delta: |
0.54 |
Theta: |
-0.01 |
Omega: |
5.43 |
Rho: |
0.08 |
Quote data
Open: |
0.233 |
High: |
0.233 |
Low: |
0.233 |
Previous Close: |
0.253 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-24.60% |
1 Month |
|
|
-10.04% |
3 Months |
|
|
-21.81% |
YTD |
|
|
-55.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.309 |
0.253 |
1M High / 1M Low: |
0.334 |
0.253 |
6M High / 6M Low: |
0.556 |
0.228 |
High (YTD): |
2024-01-02 |
0.507 |
Low (YTD): |
2024-05-09 |
0.228 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.276 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.345 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.37% |
Volatility 6M: |
|
100.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |