RBI Call/Palfinger 23-25/ AT0000A376B4 /
2024-05-06 12:06:04 PM | Chg.+0.017 | Bid5:16:26 PM | Ask5:16:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.262EUR | +6.94% | - 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: | 7.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.25 |
Parity: | -0.15 |
Time value: | 0.27 |
Break-even: | 25.17 |
Moneyness: | 0.94 |
Premium: | 0.20 |
Premium p.a.: | 0.23 |
Spread abs.: | 0.02 |
Spread %: | 8.10% |
Delta: | 0.53 |
Theta: | -0.01 |
Omega: | 4.21 |
Rho: | 0.07 |
Quote data
Open: | 0.254 |
---|---|
High: | 0.262 |
Low: | 0.254 |
Previous Close: | 0.245 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -0.76% | ||
---|---|---|---|
1 Month | -18.13% | ||
3 Months | -40.72% | ||
YTD | -49.22% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.269 | 0.245 |
---|---|---|
1M High / 1M Low: | 0.322 | 0.245 |
6M High / 6M Low: | 0.542 | 0.245 |
High (YTD): | 2024-01-02 | 0.541 |
Low (YTD): | 2024-05-03 | 0.245 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.256 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.285 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.413 | |
Avg. volume 6M: | 48.387 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 90.80% | |
Volatility 6M: | 79.76% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |