RBI Call/ams 23-25/ AT0000A38LL9 /
| 2024-06-21 9:15:00 AM | Chg.-0.004 | Bid11:21:46 AM | Ask11:21:46 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.070EUR | -5.41% | 0.056 Bid Size: 50,000 |
0.066 Ask Size: 50,000 |
- | 3.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1BZ2 |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | - |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 3.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-11-27 |
| Last trading day: | 2025-03-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.92 |
| Parity: | -1.61 |
| Time value: | 0.08 |
| Break-even: | 3.08 |
| Moneyness: | 0.46 |
| Premium: | 1.22 |
| Premium p.a.: | 1.91 |
| Spread abs.: | 0.01 |
| Spread %: | 14.29% |
| Delta: | 0.21 |
| Theta: | 0.00 |
| Omega: | 3.59 |
| Rho: | 0.00 |
Quote data
| Open: | 0.070 |
|---|---|
| High: | 0.070 |
| Low: | 0.070 |
| Previous Close: | 0.074 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -22.22% | ||
|---|---|---|---|
| 1 Month | -23.91% | ||
| 3 Months | +66.67% | ||
| YTD | -87.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.074 | 0.071 |
|---|---|---|
| 1M High / 1M Low: | 0.115 | 0.071 |
| 6M High / 6M Low: | 0.740 | 0.027 |
| High (YTD): | 2024-01-02 | 0.740 |
| Low (YTD): | 2024-04-16 | 0.027 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.073 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.094 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.252 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.65% | |
| Volatility 6M: | 237.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
