RBI Call 22.5 PAL 21.03.2025
/ AT0000A376B4
RBI Call 22.5 PAL 21.03.2025/ AT0000A376B4 /
2024-05-17 9:16:31 AM |
Chg.+0.035 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.361EUR |
+10.74% |
- Bid Size: - |
- Ask Size: - |
Palfinger AG |
22.50 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A37 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
Palfinger AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.50 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
0.14 |
Time value: |
0.27 |
Break-even: |
26.62 |
Moneyness: |
1.06 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.13 |
Spread %: |
47.14% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
3.90 |
Rho: |
0.10 |
Quote data
Open: |
0.361 |
High: |
0.361 |
Low: |
0.361 |
Previous Close: |
0.326 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+37.26% |
1 Month |
|
|
+30.32% |
3 Months |
|
|
-21.52% |
YTD |
|
|
-30.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.361 |
0.261 |
1M High / 1M Low: |
0.361 |
0.245 |
6M High / 6M Low: |
0.541 |
0.245 |
High (YTD): |
2024-01-02 |
0.541 |
Low (YTD): |
2024-05-03 |
0.245 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.315 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
50 |
Avg. price 6M: |
|
0.404 |
Avg. volume 6M: |
|
8.065 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.76% |
Volatility 6M: |
|
77.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |