RBI Call 3 PYT 21.03.2025
/ AT0000A37N11
RBI Call 3 PYT 21.03.2025/ AT0000A37N11 /
| 07/06/2024 09:16:43 |
Chg.-0.023 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.673EUR |
-3.30% |
-
Bid Size: - |
-
Ask Size: - |
POLYTEC HLDG AG INH.... |
3.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1BG5 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
POLYTEC HLDG AG INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
0.55 |
| Time value: |
0.16 |
| Break-even: |
3.71 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
4.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.673 |
| High: |
0.673 |
| Low: |
0.673 |
| Previous Close: |
0.696 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.30% |
| 1 Month |
|
|
-6.14% |
| 3 Months |
|
|
+2.59% |
| YTD |
|
|
-19.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.673 |
| 1M High / 1M Low: |
0.803 |
0.619 |
| 6M High / 6M Low: |
1.050 |
0.495 |
| High (YTD): |
10/01/2024 |
1.050 |
| Low (YTD): |
29/04/2024 |
0.495 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.689 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.744 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.88% |
| Volatility 6M: |
|
89.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
