RBI Call/Palfinger 23-25/ AT0000A376B4 /
6/10/2024 9:15:01 AM | Chg.-0.023 | Bid12:40:49 PM | Ask12:40:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.378EUR | -5.74% | 0.379 Bid Size: 10,000 |
0.399 Ask Size: 10,000 |
Palfinger AG | 22.50 EUR | 3/21/2025 | Call |
Master data
WKN: | RC1A37 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Palfinger AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 22.50 EUR |
Maturity: | 3/21/2025 |
Issue date: | 9/26/2023 |
Last trading day: | 3/20/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.99 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.35 |
Historic volatility: | 0.25 |
Parity: | 0.15 |
Time value: | 0.25 |
Break-even: | 26.51 |
Moneyness: | 1.07 |
Premium: | 0.10 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.02 |
Spread %: | 5.25% |
Delta: | 0.68 |
Theta: | -0.01 |
Omega: | 4.05 |
Rho: | 0.10 |
Quote data
Open: | 0.378 |
---|---|
High: | 0.378 |
Low: | 0.378 |
Previous Close: | 0.401 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -8.03% | ||
---|---|---|---|
1 Month | +43.73% | ||
3 Months | -10.85% | ||
YTD | -26.74% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.416 | 0.401 |
---|---|---|
1M High / 1M Low: | 0.417 | 0.261 |
6M High / 6M Low: | 0.542 | 0.245 |
High (YTD): | 1/2/2024 | 0.541 |
Low (YTD): | 5/3/2024 | 0.245 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.411 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.373 | |
Avg. volume 1M: | 7,619.048 | |
Avg. price 6M: | 0.401 | |
Avg. volume 6M: | 1,338.710 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 110.10% | |
Volatility 6M: | 76.52% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |