RBI Call/Wienerberger 23-25
/ AT0000A37744
RBI Call/Wienerberger 23-25/ AT0000A37744 /
| 6/7/2024 12:04:32 PM |
Chg.+0.022 |
Bid5:29:40 PM |
Ask5:29:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.695EUR |
+3.27% |
-
Bid Size: - |
-
Ask Size: - |
WIENERBERGER |
30.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A40 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
WIENERBERGER |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
0.41 |
| Time value: |
0.28 |
| Break-even: |
36.88 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.70 |
| Rho: |
0.15 |
Quote data
| Open: |
0.692 |
| High: |
0.695 |
| Low: |
0.692 |
| Previous Close: |
0.673 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.92% |
| 3 Months |
|
|
+37.08% |
| YTD |
|
|
+83.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.709 |
0.626 |
| 1M High / 1M Low: |
0.792 |
0.626 |
| 6M High / 6M Low: |
0.792 |
0.229 |
| High (YTD): |
5/15/2024 |
0.792 |
| Low (YTD): |
1/18/2024 |
0.249 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.511 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.24% |
| Volatility 6M: |
|
94.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
