RBI Call/Immofinanz 23-25
/ AT0000A37603
RBI Call/Immofinanz 23-25/ AT0000A37603 /
| 2024-09-23 9:15:00 AM |
Chg.-0.004 |
Bid9:29:56 AM |
Ask9:29:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.629EUR |
-0.63% |
0.620
Bid Size: 10,000 |
0.640
Ask Size: 10,000 |
Immofinanz AG |
20.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3W |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
0.36 |
| Time value: |
0.28 |
| Break-even: |
26.32 |
| Moneyness: |
1.18 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.27% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
2.72 |
| Rho: |
0.05 |
Quote data
| Open: |
0.629 |
| High: |
0.629 |
| Low: |
0.629 |
| Previous Close: |
0.633 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.03% |
| 1 Month |
|
|
-47.58% |
| 3 Months |
|
|
+22.85% |
| YTD |
|
|
+78.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.874 |
0.499 |
| 1M High / 1M Low: |
1.320 |
0.499 |
| 6M High / 6M Low: |
1.320 |
0.440 |
| High (YTD): |
2024-09-02 |
1.320 |
| Low (YTD): |
2024-02-29 |
0.328 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.900 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.28% |
| Volatility 6M: |
|
113.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
