RBI Call/Frequentis 23-25
/ AT0000A375W2
RBI Call/Frequentis 23-25/ AT0000A375W2 /
| 04/06/2024 09:15:01 |
Chg.+0.020 |
Bid09:25:29 |
Ask09:25:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.279
Bid Size: 10,000 |
0.299
Ask Size: 10,000 |
FREQUENTIS AG |
31.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A3S |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
FREQUENTIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.16 |
| Time value: |
0.27 |
| Break-even: |
33.70 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
5.61 |
| Rho: |
0.10 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.15% |
| 1 Month |
|
|
+72.84% |
| 3 Months |
|
|
+83.01% |
| YTD |
|
|
+6.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.226 |
| 1M High / 1M Low: |
0.260 |
0.127 |
| 6M High / 6M Low: |
0.319 |
0.119 |
| High (YTD): |
04/01/2024 |
0.275 |
| Low (YTD): |
27/02/2024 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.239 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.41% |
| Volatility 6M: |
|
112.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
