RBI Call 28 WIB 21.03.2025
/ AT0000A37736
RBI Call 28 WIB 21.03.2025/ AT0000A37736 /
| 2024-06-14 9:16:59 AM |
Chg.-0.019 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.821EUR |
-2.26% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
28.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4Z |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.22 |
| Parity: |
0.60 |
| Time value: |
0.22 |
| Break-even: |
36.16 |
| Moneyness: |
1.21 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.24% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
3.35 |
| Rho: |
0.15 |
Quote data
| Open: |
0.821 |
| High: |
0.821 |
| Low: |
0.821 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.20% |
| 1 Month |
|
|
-10.27% |
| 3 Months |
|
|
+25.73% |
| YTD |
|
|
+71.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.800 |
| 1M High / 1M Low: |
0.938 |
0.768 |
| 6M High / 6M Low: |
0.938 |
0.338 |
| High (YTD): |
2024-05-20 |
0.938 |
| Low (YTD): |
2024-01-17 |
0.338 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.867 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.654 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.32% |
| Volatility 6M: |
|
73.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
