RBI Call/S Immo 23-25/  AT0000A376N9  /

Wien OS
15/05/2024  14:32:37 Chg.+0.001 Bid17:21:19 Ask17:21:19 Underlying Strike price Expiration date Option type
0.256EUR +0.39% -
Bid Size: -
-
Ask Size: -
S IMMO AG 17.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.38
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.09
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.09
Time value: 0.20
Break-even: 19.80
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 7.69%
Delta: 0.66
Theta: 0.00
Omega: 4.23
Rho: 0.08
 

Quote data

Open: 0.266
High: 0.266
Low: 0.256
Previous Close: 0.255
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.80%
1 Month  
+23.08%
3 Months  
+130.63%
YTD  
+433.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.255 0.250
1M High / 1M Low: 0.255 0.223
6M High / 6M Low: 0.279 0.047
High (YTD): 02/04/2024 0.279
Low (YTD): 02/01/2024 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.253
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.114
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.22%
Volatility 6M:   107.97%
Volatility 1Y:   -
Volatility 3Y:   -