RBI Call/S Immo 23-25/ AT0000A376N9 /
06/06/2024 09:15:00 | Chg.-0.019 | Bid17:06:23 | Ask17:06:23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.547EUR | -3.36% | - 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: | 3.87 |
Leverage: | Yes |
Calculated values
Fair value: | 0.53 |
---|---|
Intrinsic value: | 0.46 |
Implied volatility: | 0.32 |
Historic volatility: | 0.25 |
Parity: | 0.46 |
Time value: | 0.10 |
Break-even: | 22.58 |
Moneyness: | 1.27 |
Premium: | 0.05 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.02 |
Spread %: | 3.72% |
Delta: | 0.86 |
Theta: | 0.00 |
Omega: | 3.33 |
Rho: | 0.10 |
Quote data
Open: | 0.547 |
---|---|
High: | 0.547 |
Low: | 0.547 |
Previous Close: | 0.566 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -8.38% | ||
---|---|---|---|
1 Month | +145.29% | ||
3 Months | +255.19% | ||
YTD | +1039.58% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.566 | 0.547 |
---|---|---|
1M High / 1M Low: | 0.597 | 0.250 |
6M High / 6M Low: | 0.597 | 0.047 |
High (YTD): | 29/05/2024 | 0.597 |
Low (YTD): | 02/01/2024 | 0.047 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.556 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.377 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.179 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 251.26% | |
Volatility 6M: | 137.76% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |