RBI Call/S Immo 23-25/ AT0000A376N9 /
| 19/09/2024 12:04:33 | Chg.+0.009 | Bid16:57:41 | Ask16:57:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.555EUR | +1.65% | - 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: | 3.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.50 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.23 |
| Parity: | 0.50 |
| Time value: | 0.07 |
| Break-even: | 22.70 |
| Moneyness: | 1.29 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 3.64% |
| Delta: | 0.88 |
| Theta: | 0.00 |
| Omega: | 3.38 |
| Rho: | 0.07 |
Quote data
| Open: | 0.550 |
|---|---|
| High: | 0.555 |
| Low: | 0.550 |
| Previous Close: | 0.546 |
| Turnover: | - |
| Market phase: | OP |
All quotes in EUR
Performance
| 1 Week | -1.77% | ||
|---|---|---|---|
| 1 Month | -10.48% | ||
| 3 Months | +2.40% | ||
| YTD | +1056.25% | ||
| 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): | 22/08/2024 | 0.633 |
| Low (YTD): | 02/01/2024 | 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: | - |
