RBI Call 32 WIB 21.03.2025/  AT0000A3B5H4  /

Stuttgart
2024-06-25  9:41:16 AM Chg.-0.061 Bid11:49:24 AM Ask11:49:24 AM Underlying Strike price Expiration date Option type
0.419EUR -12.71% 0.429
Bid Size: 10,000
0.439
Ask Size: 10,000
WIENERBERGER 32.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1DBJ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.99
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.08
Implied volatility: 0.35
Historic volatility: 0.22
Parity: 0.08
Time value: 0.39
Break-even: 36.69
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.18%
Delta: 0.63
Theta: -0.01
Omega: 4.37
Rho: 0.12
 

Quote data

Open: 0.415
High: 0.419
Low: 0.415
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.54%
1 Month
  -30.05%
3 Months
  -6.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.558 0.480
1M High / 1M Low: 0.627 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.536
Avg. volume 1W:   0.000
Avg. price 1M:   0.547
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -