RBI Call/Immofinanz 23-25
/ AT0000A375Y8
RBI Call/Immofinanz 23-25/ AT0000A375Y8 /
| 2024-06-19 9:15:01 AM |
Chg.+0.003 |
Bid10:52:00 AM |
Ask10:52:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+0.42% |
0.713
Bid Size: 10,000 |
0.723
Ask Size: 10,000 |
Immofinanz AG |
18.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3U |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.13 |
| Parity: |
0.60 |
| Time value: |
0.14 |
| Break-even: |
25.40 |
| Moneyness: |
1.33 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
2.73 |
| Rho: |
0.10 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.717 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.00% |
| 1 Month |
|
|
+2.71% |
| 3 Months |
|
|
+16.13% |
| YTD |
|
|
+48.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.717 |
0.699 |
| 1M High / 1M Low: |
0.722 |
0.656 |
| 6M High / 6M Low: |
0.722 |
0.410 |
| High (YTD): |
2024-06-03 |
0.722 |
| Low (YTD): |
2024-02-29 |
0.453 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.703 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
33.05% |
| Volatility 6M: |
|
40.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
