RBI Call/Wienerberger 23-25
/ AT0000A37710
RBI Call/Wienerberger 23-25/ AT0000A37710 /
2024-06-18 12:03:19 PM |
Chg.-0.010 |
Bid5:29:29 PM |
Ask5:29:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.130EUR |
-0.88% |
- Bid Size: - |
- Ask Size: - |
WIENERBERGER |
24.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A4X |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.99 |
Implied volatility: |
0.43 |
Historic volatility: |
0.22 |
Parity: |
0.99 |
Time value: |
0.15 |
Break-even: |
35.40 |
Moneyness: |
1.41 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.89% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
2.62 |
Rho: |
0.14 |
Quote data
Open: |
1.160 |
High: |
1.160 |
Low: |
1.130 |
Previous Close: |
1.140 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.89% |
1 Month |
|
|
-9.60% |
3 Months |
|
|
+20.60% |
YTD |
|
|
+52.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
1.110 |
1M High / 1M Low: |
1.270 |
1.090 |
6M High / 6M Low: |
1.270 |
0.559 |
High (YTD): |
2024-05-21 |
1.270 |
Low (YTD): |
2024-01-18 |
0.559 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.182 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.948 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
51.25% |
Volatility 6M: |
|
57.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |