RBI Call 30 VIG 21.03.2025
/ AT0000A37HB0
RBI Call 30 VIG 21.03.2025/ AT0000A37HB0 /
| 10/06/2024 09:17:18 |
Chg.-0.015 |
Bid16:16:16 |
Ask16:16:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.224EUR |
-6.28% |
0.221
Bid Size: 10,000 |
0.241
Ask Size: 10,000 |
VIENNA INSURANCE GRO... |
30.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1BDE |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VIENNA INSURANCE GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
-0.05 |
| Time value: |
0.26 |
| Break-even: |
32.60 |
| Moneyness: |
0.98 |
| Premium: |
0.11 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
6.40 |
| Rho: |
0.11 |
Quote data
| Open: |
0.224 |
| High: |
0.224 |
| Low: |
0.224 |
| Previous Close: |
0.239 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
+0.45% |
| 3 Months |
|
|
+72.31% |
| YTD |
|
|
+68.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.226 |
| 1M High / 1M Low: |
0.296 |
0.223 |
| 6M High / 6M Low: |
0.296 |
0.096 |
| High (YTD): |
28/05/2024 |
0.296 |
| Low (YTD): |
15/02/2024 |
0.096 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.74% |
| Volatility 6M: |
|
89.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
