RBI Call 26 VIG 21.03.2025
/ AT0000A37H92
RBI Call 26 VIG 21.03.2025/ AT0000A37H92 /
| 2024-06-10 9:17:17 AM |
Chg.-0.021 |
Bid5:30:00 PM |
Ask5:30:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.472EUR |
-4.26% |
-
Bid Size: - |
-
Ask Size: - |
VIENNA INSURANCE GRO... |
26.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1BDC |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VIENNA INSURANCE GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
0.35 |
| Time value: |
0.16 |
| Break-even: |
31.14 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
4.05% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.52 |
| Rho: |
0.14 |
Quote data
| Open: |
0.472 |
| High: |
0.472 |
| Low: |
0.472 |
| Previous Close: |
0.493 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.60% |
| 1 Month |
|
|
+1.94% |
| 3 Months |
|
|
+63.32% |
| YTD |
|
|
+72.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.507 |
0.473 |
| 1M High / 1M Low: |
0.568 |
0.463 |
| 6M High / 6M Low: |
0.568 |
0.219 |
| High (YTD): |
2024-05-28 |
0.568 |
| Low (YTD): |
2024-02-12 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.493 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.89% |
| Volatility 6M: |
|
67.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
