RBI Call/Immofinanz 23-25/  AT0000A375Z5  /

Wien OS
14/06/2024  12:04:22 Chg.+0.002 Bid17:26:20 Ask17:26:20 Underlying Strike price Expiration date Option type
0.632EUR +0.32% -
Bid Size: -
-
Ask Size: -
Immofinanz AG 19.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A3V
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Immofinanz AG
Type: Warrant
Option type: Call
Strike price: 19.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.71
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.50
Implied volatility: 0.40
Historic volatility: 0.13
Parity: 0.50
Time value: 0.15
Break-even: 25.45
Moneyness: 1.26
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.57%
Delta: 0.82
Theta: -0.01
Omega: 3.04
Rho: 0.10
 

Quote data

Open: 0.635
High: 0.635
Low: 0.632
Previous Close: 0.630
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.32%
1 Month  
+2.27%
3 Months  
+32.77%
YTD  
+51.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.632 0.621
1M High / 1M Low: 0.643 0.578
6M High / 6M Low: 0.643 0.337
High (YTD): 03/06/2024 0.643
Low (YTD): 29/02/2024 0.388
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.500
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   37.70%
Volatility 6M:   44.13%
Volatility 1Y:   -
Volatility 3Y:   -