RBI Call/Do&Co 23-25/ AT0000A375R2 /
2024-09-24 9:39:27 AM | Chg.-0.090 | Bid9:46:26 AM | Ask9:46:26 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.380EUR | -2.59% | 3.440 Bid Size: 10,000 |
3.460 Ask Size: 10,000 |
Do & Co AG | 107.50 - | 2025-03-21 | Call |
Master data
WKN: | RC1A3M |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Do & Co AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 107.50 - |
Maturity: | 2025-03-21 |
Issue date: | 2023-09-26 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.92 |
Leverage: | Yes |
Calculated values
Fair value: | 3.48 |
---|---|
Intrinsic value: | 3.25 |
Implied volatility: | 0.33 |
Historic volatility: | 0.26 |
Parity: | 3.25 |
Time value: | 0.32 |
Break-even: | 143.20 |
Moneyness: | 1.30 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.02 |
Spread %: | 0.56% |
Delta: | 0.91 |
Theta: | -0.02 |
Omega: | 3.57 |
Rho: | 0.45 |
Quote data
Open: | 3.480 |
---|---|
High: | 3.480 |
Low: | 3.380 |
Previous Close: | 3.470 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -15.29% | ||
---|---|---|---|
1 Month | -22.30% | ||
3 Months | -40.39% | ||
YTD | +3.68% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.990 | 3.470 |
---|---|---|
1M High / 1M Low: | 4.840 | 3.470 |
6M High / 6M Low: | 6.300 | 3.470 |
High (YTD): | 2024-07-16 | 6.300 |
Low (YTD): | 2024-01-24 | 2.660 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.712 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.114 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.566 | |
Avg. volume 6M: | 11.811 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.71% | |
Volatility 6M: | 77.52% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |