RBI Call/Frequentis 24-25
/ AT0000A3BUE2
RBI Call/Frequentis 24-25/ AT0000A3BUE2 /
| 6/19/2024 9:15:01 AM |
Chg.-0.028 |
Bid4:53:20 PM |
Ask4:53:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.486EUR |
-5.45% |
0.493
Bid Size: 10,000 |
0.513
Ask Size: 10,000 |
FREQUENTIS AG |
28.00 EUR |
9/19/2025 |
Call |
Master data
| WKN: |
RC1DVX |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
FREQUENTIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.13 |
| Time value: |
0.38 |
| Break-even: |
33.07 |
| Moneyness: |
1.05 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
4.11% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
3.87 |
| Rho: |
0.18 |
Quote data
| Open: |
0.486 |
| High: |
0.486 |
| Low: |
0.486 |
| Previous Close: |
0.514 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
+46.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.514 |
0.478 |
| 1M High / 1M Low: |
0.557 |
0.332 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
