RBI Call/Do&Co 23-25/ AT0000A375Q4 /
| 2024-09-24 10:18:03 AM | Chg.+0.090 | Bid1:04:00 PM | Ask1:04:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.000EUR | +2.30% | 4.050 Bid Size: 10,000 |
4.070 Ask Size: 10,000 |
Do & Co AG | 102.50 - | 2025-03-21 | Call |
Master data
| WKN: | RC1A3L |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Do & Co AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 102.50 - |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.95 |
|---|---|
| Intrinsic value: | 3.75 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.26 |
| Parity: | 3.75 |
| Time value: | 0.27 |
| Break-even: | 142.70 |
| Moneyness: | 1.37 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 0.50% |
| Delta: | 0.93 |
| Theta: | -0.02 |
| Omega: | 3.26 |
| Rho: | 0.44 |
Quote data
| Open: | 3.930 |
|---|---|
| High: | 4.000 |
| Low: | 3.820 |
| Previous Close: | 3.910 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | -10.11% | ||
|---|---|---|---|
| 1 Month | -16.67% | ||
| 3 Months | -34.75% | ||
| YTD | +10.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.450 | 3.910 |
|---|---|---|
| 1M High / 1M Low: | 5.310 | 3.910 |
| 6M High / 6M Low: | 6.780 | 3.910 |
| High (YTD): | 2024-07-16 | 6.780 |
| Low (YTD): | 2024-01-24 | 2.990 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.162 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.569 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.003 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.60% | |
| Volatility 6M: | 72.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
