RBI Call/S Immo 23-25/ AT0000A376N9 /
| 5/22/2024 9:15:00 AM | Chg.-0.015 | Bid12:15:15 PM | Ask12:15:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.264EUR | -5.38% | 0.247 Bid Size: 10,000 |
0.267 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: | 6.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.23 |
| Parity: | 0.10 |
| Time value: | 0.19 |
| Break-even: | 19.90 |
| Moneyness: | 1.06 |
| Premium: | 0.11 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 7.41% |
| Delta: | 0.67 |
| Theta: | 0.00 |
| Omega: | 4.17 |
| Rho: | 0.08 |
Quote data
| Open: | 0.264 |
|---|---|
| High: | 0.264 |
| Low: | 0.264 |
| Previous Close: | 0.279 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +3.13% | ||
|---|---|---|---|
| 1 Month | +10.92% | ||
| 3 Months | +114.63% | ||
| YTD | +450.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.294 | 0.256 |
|---|---|---|
| 1M High / 1M Low: | 0.294 | 0.223 |
| 6M High / 6M Low: | 0.294 | 0.047 |
| High (YTD): | 5/16/2024 | 0.294 |
| Low (YTD): | 1/2/2024 | 0.047 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.279 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.258 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.128 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.92% | |
| Volatility 6M: | 106.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
