RBI Call 44 0B2 21.03.2025
/ AT0000A378F1
RBI Call 44 0B2 21.03.2025/ AT0000A378F1 /
2024-09-23 9:16:32 AM |
Chg.-0.03 |
Bid5:30:02 PM |
Ask5:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.84EUR |
-1.05% |
- Bid Size: - |
- Ask Size: - |
BAWAG GROUP AG |
44.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A5T |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
BAWAG GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-10-02 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.82 |
Intrinsic value: |
2.75 |
Implied volatility: |
0.54 |
Historic volatility: |
0.25 |
Parity: |
2.75 |
Time value: |
0.16 |
Break-even: |
73.10 |
Moneyness: |
1.63 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.69% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
2.30 |
Rho: |
0.19 |
Quote data
Open: |
2.84 |
High: |
2.84 |
Low: |
2.84 |
Previous Close: |
2.87 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.58% |
1 Month |
|
|
+10.08% |
3 Months |
|
|
+57.78% |
YTD |
|
|
+294.44% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.87 |
2.64 |
1M High / 1M Low: |
2.87 |
2.49 |
6M High / 6M Low: |
2.87 |
1.27 |
High (YTD): |
2024-09-20 |
2.87 |
Low (YTD): |
2024-01-17 |
0.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.13% |
Volatility 6M: |
|
69.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |