RBI Call 48 0B2 21.03.2025
/ AT0000A378G9
RBI Call 48 0B2 21.03.2025/ AT0000A378G9 /
| 2024-06-21 9:16:42 AM |
Chg.+0.05 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.46EUR |
+3.55% |
-
Bid Size: - |
-
Ask Size: - |
BAWAG GROUP AG |
48.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A5U |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.08 |
| Time value: |
0.28 |
| Break-even: |
61.60 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.49% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.63 |
| Rho: |
0.27 |
Quote data
| Open: |
1.46 |
| High: |
1.46 |
| Low: |
1.46 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.96% |
| 1 Month |
|
|
-3.31% |
| 3 Months |
|
|
+40.38% |
| YTD |
|
|
+180.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.27 |
| 1M High / 1M Low: |
1.64 |
1.27 |
| 6M High / 6M Low: |
1.64 |
0.35 |
| High (YTD): |
2024-05-27 |
1.64 |
| Low (YTD): |
2024-01-17 |
0.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.78% |
| Volatility 6M: |
|
97.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
