RBI Call 3400 ATX 21.03.2025
/ AT0000A37AN0
RBI Call 3400 ATX 21.03.2025/ AT0000A37AN0 /
20/09/2024 09:16:04 |
Chg.-0.13 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
4.30EUR |
-2.93% |
- Bid Size: - |
- Ask Size: - |
ATX |
3,400.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A70 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ATX |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,400.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
02/10/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
8.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.00 |
Intrinsic value: |
2.15 |
Implied volatility: |
0.27 |
Historic volatility: |
0.12 |
Parity: |
2.15 |
Time value: |
2.06 |
Break-even: |
3,821.00 |
Moneyness: |
1.06 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.07 |
Spread %: |
1.69% |
Delta: |
0.69 |
Theta: |
-0.86 |
Omega: |
5.96 |
Rho: |
10.36 |
Quote data
Open: |
4.30 |
High: |
4.30 |
Low: |
4.30 |
Previous Close: |
4.43 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.70% |
1 Month |
|
|
-7.53% |
3 Months |
|
|
-12.24% |
YTD |
|
|
+21.13% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.43 |
3.98 |
1M High / 1M Low: |
5.21 |
3.98 |
6M High / 6M Low: |
5.68 |
3.03 |
High (YTD): |
21/05/2024 |
5.68 |
Low (YTD): |
12/03/2024 |
2.60 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.63 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.08% |
Volatility 6M: |
|
85.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |