RBI Call/Frequentis 23-25
/ AT0000A375V4
RBI Call/Frequentis 23-25/ AT0000A375V4 /
| 2024-09-20 9:15:00 AM |
Chg.+0.001 |
Bid2:12:49 PM |
Ask2:12:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
+1.09% |
0.103
Bid Size: 10,000 |
0.123
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: |
22.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.29 |
| Parity: |
-0.32 |
| Time value: |
0.11 |
| Break-even: |
30.13 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.02 |
| Spread %: |
21.51% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
8.02 |
| Rho: |
0.04 |
Quote data
| Open: |
0.093 |
| High: |
0.093 |
| Low: |
0.093 |
| Previous Close: |
0.092 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.50% |
| 1 Month |
|
|
-66.06% |
| 3 Months |
|
|
-74.52% |
| YTD |
|
|
-72.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.092 |
| 1M High / 1M Low: |
0.280 |
0.092 |
| 6M High / 6M Low: |
0.585 |
0.092 |
| High (YTD): |
2024-07-01 |
0.585 |
| Low (YTD): |
2024-09-19 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.109 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.202 |
| Avg. volume 1M: |
|
210 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
89.600 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.38% |
| Volatility 6M: |
|
124.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
