RBI Call/FACC 23-25/ AT0000A37BA5 /
| 07/06/2024 09:15:00 | Chg.+0.003 | Bid17:27:20 | Ask17:27:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.181EUR | +1.69% | - Bid Size: - |
- Ask Size: - |
FACC AG INH.AKT. | 6.00 EUR | 21/03/2025 | 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: | 21/03/2025 |
| Issue date: | 04/10/2023 |
| Last trading day: | 20/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.28 |
| Parity: | 0.15 |
| Time value: | 0.07 |
| Break-even: | 8.15 |
| Moneyness: | 1.25 |
| Premium: | 0.09 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.03 |
| Spread %: | 16.22% |
| Delta: | 0.79 |
| Theta: | 0.00 |
| Omega: | 2.74 |
| Rho: | 0.03 |
Quote data
| Open: | 0.181 |
|---|---|
| High: | 0.181 |
| Low: | 0.181 |
| Previous Close: | 0.178 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +18.30% | ||
|---|---|---|---|
| 1 Month | +70.75% | ||
| 3 Months | +108.05% | ||
| YTD | +112.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.181 | 0.145 |
|---|---|---|
| 1M High / 1M Low: | 0.181 | 0.105 |
| 6M High / 6M Low: | 0.181 | 0.075 |
| High (YTD): | 07/06/2024 | 0.181 |
| Low (YTD): | 07/02/2024 | 0.075 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.164 | |
| Avg. volume 1W: | 2,500 | |
| Avg. price 1M: | 0.150 | |
| Avg. volume 1M: | 588.235 | |
| Avg. price 6M: | 0.102 | |
| Avg. volume 6M: | 198.020 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.55% | |
| Volatility 6M: | 100.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
