RBI Call/Uniqa 23-25/ AT0000A379M5 /
2024-06-14 12:07:48 PM | Chg.+0.007 | Bid5:26:20 PM | Ask5:26:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.144EUR | +5.11% | - Bid Size: - |
- Ask Size: - |
UNIQA INSURANCE GROU... | 6.50 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A6Z |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | UNIQA INSURANCE GROUP AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 6.50 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 5.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.11 |
Implied volatility: | 0.25 |
Historic volatility: | 0.10 |
Parity: | 0.11 |
Time value: | 0.03 |
Break-even: | 7.96 |
Moneyness: | 1.17 |
Premium: | 0.04 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.01 |
Spread %: | 7.35% |
Delta: | 0.83 |
Theta: | 0.00 |
Omega: | 4.35 |
Rho: | 0.04 |
Quote data
Open: | 0.148 |
---|---|
High: | 0.148 |
Low: | 0.144 |
Previous Close: | 0.137 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -14.79% | ||
---|---|---|---|
1 Month | -16.76% | ||
3 Months | -10.00% | ||
YTD | +18.03% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.170 | 0.137 |
---|---|---|
1M High / 1M Low: | 0.175 | 0.137 |
6M High / 6M Low: | 0.180 | 0.113 |
High (YTD): | 2024-04-30 | 0.180 |
Low (YTD): | 2024-01-17 | 0.118 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.155 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.168 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.152 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.34% | |
Volatility 6M: | 51.35% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |