RBI Call/FACC 23-25/ AT0000A37BA5 /
| 5/17/2024 5:01:41 PM | Chg.+0.002 | Bid5:29:07 PM | Ask5:29:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.158EUR | +1.28% | - Bid Size: - |
- Ask Size: - |
FACC AG INH.AKT. | 6.00 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A8J |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | FACC AG INH.AKT. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 10/4/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.11 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.28 |
| Parity: | 0.11 |
| Time value: | 0.08 |
| Break-even: | 7.86 |
| Moneyness: | 1.18 |
| Premium: | 0.11 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 19.23% |
| Delta: | 0.75 |
| Theta: | 0.00 |
| Omega: | 2.84 |
| Rho: | 0.03 |
Quote data
| Open: | 0.147 |
|---|---|
| High: | 0.158 |
| Low: | 0.147 |
| Previous Close: | 0.156 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +50.48% | ||
|---|---|---|---|
| 1 Month | +69.89% | ||
| 3 Months | +42.34% | ||
| YTD | +85.88% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.158 | 0.143 |
|---|---|---|
| 1M High / 1M Low: | 0.158 | 0.093 |
| 6M High / 6M Low: | 0.158 | 0.075 |
| High (YTD): | 5/17/2024 | 0.158 |
| Low (YTD): | 2/7/2024 | 0.075 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.153 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.116 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.098 | |
| Avg. volume 6M: | 94.340 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.84% | |
| Volatility 6M: | 98.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
