RBI Call/Andritz 24-25/ AT0000A3BTC8 /
| 20/09/2024 12:18:11 | Chg.-0.057 | Bid16:56:18 | Ask16:56:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.740EUR | -7.15% | 0.763 Bid Size: 10,000 |
0.783 Ask Size: 10,000 |
ANDRITZ AG | 60.00 EUR | 19/09/2025 | Call |
Master data
| WKN: | RC1DUV |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | ANDRITZ AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 19/09/2025 |
| Issue date: | 08/04/2024 |
| Last trading day: | 18/09/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.90 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.24 |
| Parity: | 0.36 |
| Time value: | 0.46 |
| Break-even: | 68.16 |
| Moneyness: | 1.06 |
| Premium: | 0.07 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 2.51% |
| Delta: | 0.71 |
| Theta: | -0.01 |
| Omega: | 5.55 |
| Rho: | 0.37 |
Quote data
| Open: | 0.792 |
|---|---|
| High: | 0.792 |
| Low: | 0.739 |
| Previous Close: | 0.797 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +17.27% | ||
|---|---|---|---|
| 1 Month | +45.38% | ||
| 3 Months | +26.71% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.797 | 0.631 |
|---|---|---|
| 1M High / 1M Low: | 0.797 | 0.509 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.701 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.593 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
