RBI Call 13 SPI 21.03.2025
/ AT0000A376L3
RBI Call 13 SPI 21.03.2025/ AT0000A376L3 /
| 2024-06-11 9:21:07 AM |
Chg.+0.054 |
Bid12:45:48 PM |
Ask12:45:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.934EUR |
+6.14% |
0.929
Bid Size: 10,000 |
0.949
Ask Size: 10,000 |
S IMMO AG |
13.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4G |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
0.04 |
| Break-even: |
22.43 |
| Moneyness: |
1.69 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
2.28 |
| Rho: |
0.09 |
Quote data
| Open: |
0.934 |
| High: |
0.934 |
| Low: |
0.934 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.64% |
| 1 Month |
|
|
+78.93% |
| 3 Months |
|
|
+155.19% |
| YTD |
|
|
+462.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.880 |
| 1M High / 1M Low: |
0.950 |
0.525 |
| 6M High / 6M Low: |
0.950 |
0.160 |
| High (YTD): |
2024-05-29 |
0.950 |
| Low (YTD): |
2024-01-04 |
0.169 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.897 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.411 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.00% |
| Volatility 6M: |
|
115.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
