RBI Call/S Immo 23-25/ AT0000A376N9 /
9/20/2024 9:15:02 AM | Chg.-0.010 | Bid2:31:00 PM | Ask2:31:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.545EUR | -1.80% | 0.545 Bid Size: 10,000 |
0.565 Ask Size: 10,000 |
S IMMO AG | 17.00 EUR | 3/21/2025 | Call |
Master data
WKN: | RC1A4J |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | S IMMO AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 17.00 EUR |
Maturity: | 3/21/2025 |
Issue date: | 9/26/2023 |
Last trading day: | 3/20/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.89 |
Leverage: | Yes |
Calculated values
Fair value: | 0.53 |
---|---|
Intrinsic value: | 0.50 |
Implied volatility: | 0.37 |
Historic volatility: | 0.23 |
Parity: | 0.50 |
Time value: | 0.07 |
Break-even: | 22.65 |
Moneyness: | 1.29 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.02 |
Spread %: | 3.67% |
Delta: | 0.88 |
Theta: | 0.00 |
Omega: | 3.44 |
Rho: | 0.07 |
Quote data
Open: | 0.545 |
---|---|
High: | 0.545 |
Low: | 0.545 |
Previous Close: | 0.555 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -3.54% | ||
---|---|---|---|
1 Month | -12.10% | ||
3 Months | +0.55% | ||
YTD | +1035.42% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.565 | 0.546 |
---|---|---|
1M High / 1M Low: | 0.633 | 0.546 |
6M High / 6M Low: | 0.633 | 0.208 |
High (YTD): | 8/22/2024 | 0.633 |
Low (YTD): | 1/2/2024 | 0.047 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.557 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.595 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.500 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 39.57% | |
Volatility 6M: | 116.78% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |