RBI Call/Immofinanz 24-25
/ AT0000A3B4T2
RBI Call/Immofinanz 24-25/ AT0000A3B4T2 /
| 2024-06-18 12:03:19 PM |
Chg.+0.004 |
Bid5:01:36 PM |
Ask5:01:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.353EUR |
+1.15% |
0.358
Bid Size: 10,000 |
0.368
Ask Size: 10,000 |
Immofinanz AG |
23.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1DAU |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Immofinanz AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.13 |
| Parity: |
0.10 |
| Time value: |
0.27 |
| Break-even: |
26.65 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.82% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.27 |
| Rho: |
0.09 |
Quote data
| Open: |
0.367 |
| High: |
0.367 |
| Low: |
0.353 |
| Previous Close: |
0.349 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.82% |
| 1 Month |
|
|
+4.13% |
| 3 Months |
|
|
+47.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.349 |
0.339 |
| 1M High / 1M Low: |
0.357 |
0.305 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
