RBI Call/Frequentis 24-25
/ AT0000A3BUD4
RBI Call/Frequentis 24-25/ AT0000A3BUD4 /
| 2024-06-14 9:15:01 AM |
Chg.+0.017 |
Bid5:08:35 PM |
Ask5:08:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.618EUR |
+2.83% |
-
Bid Size: - |
-
Ask Size: - |
FREQUENTIS AG |
26.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DVW |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
FREQUENTIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
0.24 |
| Break-even: |
32.19 |
| Moneyness: |
1.15 |
| Premium: |
0.08 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.34% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
3.76 |
| Rho: |
0.22 |
Quote data
| Open: |
0.618 |
| High: |
0.618 |
| Low: |
0.618 |
| Previous Close: |
0.601 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.59% |
| 1 Month |
|
|
+62.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.678 |
0.591 |
| 1M High / 1M Low: |
0.678 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
