RBI Call 3500 ATX 21.03.2025
/ AT0000A37AP5
RBI Call 3500 ATX 21.03.2025/ AT0000A37AP5 /
| 6/24/2024 9:16:15 AM |
Chg.-0.25 |
Bid11:38:33 AM |
Ask11:38:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
-5.85% |
4.14
Bid Size: 10,000 |
4.21
Ask Size: 10,000 |
ATX |
3,500.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A71 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,500.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.11 |
| Parity: |
0.92 |
| Time value: |
3.12 |
| Break-even: |
3,904.00 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
1.76% |
| Delta: |
0.64 |
| Theta: |
-0.73 |
| Omega: |
5.66 |
| Rho: |
13.93 |
Quote data
| Open: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.51% |
| 1 Month |
|
|
-16.42% |
| 3 Months |
|
|
+37.67% |
| YTD |
|
|
+30.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
3.81 |
| 1M High / 1M Low: |
4.95 |
3.81 |
| 6M High / 6M Low: |
5.04 |
2.18 |
| High (YTD): |
5/21/2024 |
5.04 |
| Low (YTD): |
3/12/2024 |
2.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.81% |
| Volatility 6M: |
|
75.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
