RBI Call/Andritz 24-25/ AT0000A3BTB0 /
20/09/2024 12:18:11 | Chg.-0.070 | Bid17:18:23 | Ask17:18:23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.980EUR | -6.67% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 56.00 EUR | 19/09/2025 | Call |
Master data
WKN: | RC1DUU |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 56.00 EUR |
Maturity: | 19/09/2025 |
Issue date: | 08/04/2024 |
Last trading day: | 18/09/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.94 |
Leverage: | Yes |
Calculated values
Fair value: | 1.15 |
---|---|
Intrinsic value: | 0.76 |
Implied volatility: | 0.19 |
Historic volatility: | 0.24 |
Parity: | 0.76 |
Time value: | 0.31 |
Break-even: | 66.70 |
Moneyness: | 1.14 |
Premium: | 0.05 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.02 |
Spread %: | 1.90% |
Delta: | 0.83 |
Theta: | -0.01 |
Omega: | 4.91 |
Rho: | 0.42 |
Quote data
Open: | 1.040 |
---|---|
High: | 1.040 |
Low: | 0.980 |
Previous Close: | 1.050 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +15.02% | ||
---|---|---|---|
1 Month | +39.20% | ||
3 Months | +29.29% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.050 | 0.901 |
---|---|---|
1M High / 1M Low: | 1.050 | 0.704 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.960 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.816 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 73.29% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |