RBI Call/Immofinanz 23-25
/ AT0000A375Z5
RBI Call/Immofinanz 23-25/ AT0000A375Z5 /
2024-09-23 12:03:34 PM |
Chg.+0.043 |
Bid1:53:46 PM |
Ask1:53:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.746EUR |
+6.12% |
0.603 Bid Size: 10,000 |
0.623 Ask Size: 10,000 |
Immofinanz AG |
19.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.71 |
Historic volatility: |
0.27 |
Parity: |
0.46 |
Time value: |
0.25 |
Break-even: |
26.02 |
Moneyness: |
1.24 |
Premium: |
0.10 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
2.93% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
2.56 |
Rho: |
0.05 |
Quote data
Open: |
0.700 |
High: |
0.790 |
Low: |
0.700 |
Previous Close: |
0.703 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
-21.72% |
1 Month |
|
|
-42.17% |
3 Months |
|
|
+27.52% |
YTD |
|
|
+79.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.953 |
0.563 |
1M High / 1M Low: |
1.400 |
0.563 |
6M High / 6M Low: |
1.400 |
0.509 |
High (YTD): |
2024-09-02 |
1.400 |
Low (YTD): |
2024-02-29 |
0.388 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.712 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.978 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.791 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.03% |
Volatility 6M: |
|
105.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |