RBI Call 11 T1L 21.03.2025
/ AT0000A376K5
RBI Call 11 T1L 21.03.2025/ AT0000A376K5 /
| 2024-04-30 9:15:07 AM |
Chg.+0.007 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+1.06% |
-
Bid Size: - |
-
Ask Size: - |
S IMMO AG |
11.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4F |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
0.63 |
| Time value: |
0.06 |
| Break-even: |
17.90 |
| Moneyness: |
1.57 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
2.34 |
| Rho: |
0.08 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.663 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
-5.37% |
| 3 Months |
|
|
+57.65% |
| YTD |
|
|
+150.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.633 |
| 1M High / 1M Low: |
0.736 |
0.611 |
| 6M High / 6M Low: |
0.736 |
0.259 |
| High (YTD): |
2024-04-02 |
0.736 |
| Low (YTD): |
2024-01-04 |
0.272 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.431 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.63% |
| Volatility 6M: |
|
54.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
