RBI Call/Immofinanz 23-25
/ AT0000A37611
RBI Call/Immofinanz 23-25/ AT0000A37611 /
| 2024-09-20 9:15:00 AM |
Chg.-0.026 |
Bid10:54:58 AM |
Ask10:54:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.576EUR |
-4.32% |
0.563
Bid Size: 10,000 |
0.583
Ask Size: 10,000 |
Immofinanz AG |
21.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3X |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.27 |
| Parity: |
0.31 |
| Time value: |
0.29 |
| Break-even: |
26.95 |
| Moneyness: |
1.15 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.02 |
| Spread %: |
3.48% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
2.90 |
| Rho: |
0.06 |
Quote data
| Open: |
0.576 |
| High: |
0.576 |
| Low: |
0.576 |
| Previous Close: |
0.602 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.60% |
| 1 Month |
|
|
-46.17% |
| 3 Months |
|
|
+16.60% |
| YTD |
|
|
+95.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.798 |
0.438 |
| 1M High / 1M Low: |
1.230 |
0.438 |
| 6M High / 6M Low: |
1.230 |
0.376 |
| High (YTD): |
2024-09-02 |
1.230 |
| Low (YTD): |
2024-02-29 |
0.274 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.601 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.874 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.638 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.89% |
| Volatility 6M: |
|
119.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
