RBI Call/S Immo 23-25/ AT0000A376K5 /
| 5/22/2024 9:15:00 AM | Chg.-0.022 | Bid5:22:44 PM | Ask5:22:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.721EUR | -2.96% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 11.00 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1A4F |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 11.00 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 9/26/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.70 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.23 |
| Parity: | 0.70 |
| Time value: | 0.05 |
| Break-even: | 18.50 |
| Moneyness: | 1.64 |
| Premium: | 0.03 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 2.74% |
| Delta: | 0.95 |
| Theta: | 0.00 |
| Omega: | 2.28 |
| Rho: | 0.08 |
Quote data
| Open: | 0.721 |
|---|---|
| High: | 0.721 |
| Low: | 0.721 |
| Previous Close: | 0.743 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +1.84% | ||
|---|---|---|---|
| 1 Month | +7.77% | ||
| 3 Months | +59.16% | ||
| YTD | +172.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.763 | 0.708 |
|---|---|---|
| 1M High / 1M Low: | 0.763 | 0.654 |
| 6M High / 6M Low: | 0.763 | 0.261 |
| High (YTD): | 5/16/2024 | 0.763 |
| Low (YTD): | 1/2/2024 | 0.264 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.742 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.708 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.441 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 39.92% | |
| Volatility 6M: | 54.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
