RBI Call 26 WIB 21.03.2025
/ AT0000A37728
RBI Call 26 WIB 21.03.2025/ AT0000A37728 /
| 2024-09-19 9:16:15 AM |
Chg.+0.087 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.642EUR |
+15.68% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
26.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4Y |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| 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: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
0.40 |
| Time value: |
0.20 |
| Break-even: |
31.97 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.70% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.08 |
Quote data
| Open: |
0.642 |
| High: |
0.642 |
| Low: |
0.642 |
| Previous Close: |
0.555 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.38% |
| 1 Month |
|
|
+12.04% |
| 3 Months |
|
|
-35.80% |
| YTD |
|
|
+8.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.642 |
0.508 |
| 1M High / 1M Low: |
0.642 |
0.442 |
| 6M High / 6M Low: |
1.100 |
0.442 |
| High (YTD): |
2024-05-21 |
1.100 |
| Low (YTD): |
2024-01-17 |
0.435 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.799 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.18% |
| Volatility 6M: |
|
94.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
