RBI Call/Frequentis 23-25
/ AT0000A375V4
RBI Call/Frequentis 23-25/ AT0000A375V4 /
2024-06-19 9:15:01 AM |
Chg.-0.026 |
Bid4:18:06 PM |
Ask4:18:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.347EUR |
-6.97% |
0.351 Bid Size: 10,000 |
0.371 Ask Size: 10,000 |
FREQUENTIS AG |
29.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A3R |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
FREQUENTIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
29.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.03 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
0.03 |
Time value: |
0.34 |
Break-even: |
32.68 |
Moneyness: |
1.01 |
Premium: |
0.12 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.02 |
Spread %: |
5.75% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
4.84 |
Rho: |
0.11 |
Quote data
Open: |
0.347 |
High: |
0.347 |
Low: |
0.347 |
Previous Close: |
0.373 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
+2.36% |
1 Month |
|
|
+62.15% |
3 Months |
|
|
+69.27% |
YTD |
|
|
+2.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.373 |
0.339 |
1M High / 1M Low: |
0.414 |
0.215 |
6M High / 6M Low: |
0.414 |
0.168 |
High (YTD): |
2024-06-10 |
0.414 |
Low (YTD): |
2024-02-27 |
0.168 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.322 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.262 |
Avg. volume 6M: |
|
56 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
106.59% |
Volatility 6M: |
|
103.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |