RBI Call 28 ATS 21.03.2025
/ AT0000A37868
RBI Call 28 ATS 21.03.2025/ AT0000A37868 /
| 2024-06-14 9:17:04 AM |
Chg.-0.004 |
Bid2:30:11 PM |
Ask2:30:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-4.00% |
0.108
Bid Size: 10,000 |
0.128
Ask Size: 10,000 |
AT+S AUSTR.T.+SYSTEM... |
28.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5J |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.42 |
| Parity: |
-0.69 |
| Time value: |
0.12 |
| Break-even: |
29.15 |
| Moneyness: |
0.76 |
| Premium: |
0.38 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.02 |
| Spread %: |
21.05% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
5.38 |
| Rho: |
0.04 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.15% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
-75.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.152 |
0.100 |
| 1M High / 1M Low: |
0.156 |
0.092 |
| 6M High / 6M Low: |
0.422 |
0.031 |
| High (YTD): |
2024-01-02 |
0.358 |
| Low (YTD): |
2024-03-20 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.159 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.82% |
| Volatility 6M: |
|
225.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
