RBI Call/Kapsch 23-25/ AT0000A37637 /
2024-09-26 9:15:02 AM | Chg.+0.002 | Bid12:03:22 PM | Ask12:03:22 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.020EUR | +11.11% | 0.018 Bid Size: 10,000 |
0.038 Ask Size: 10,000 |
Kapsch TrafficCom AG | 10.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A3Z |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Kapsch TrafficCom AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-09-26 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 19.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.45 |
Historic volatility: | 0.24 |
Parity: | -0.21 |
Time value: | 0.04 |
Break-even: | 10.40 |
Moneyness: | 0.79 |
Premium: | 0.31 |
Premium p.a.: | 0.75 |
Spread abs.: | 0.02 |
Spread %: | 100.00% |
Delta: | 0.30 |
Theta: | 0.00 |
Omega: | 5.91 |
Rho: | 0.01 |
Quote data
Open: | 0.020 |
---|---|
High: | 0.020 |
Low: | 0.020 |
Previous Close: | 0.018 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -9.09% | ||
---|---|---|---|
1 Month | -45.95% | ||
3 Months | -76.47% | ||
YTD | -84.13% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.022 | 0.018 |
---|---|---|
1M High / 1M Low: | 0.038 | 0.018 |
6M High / 6M Low: | 0.089 | 0.018 |
High (YTD): | 2024-01-10 | 0.166 |
Low (YTD): | 2024-09-25 | 0.018 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.020 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.027 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.055 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 183.37% | |
Volatility 6M: | 141.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |