RBI Call/S Immo 23-25/ AT0000A376M1 /
| 2024-06-11 9:15:00 AM | Chg.+0.052 | Bid2:36:03 PM | Ask2:36:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.751EUR | +7.44% | 0.746 Bid Size: 10,000 |
0.766 Ask Size: 10,000 |
S IMMO AG | 15.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A4H |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.70 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.25 |
| Parity: | 0.70 |
| Time value: | 0.06 |
| Break-even: | 22.61 |
| Moneyness: | 1.47 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 2.70% |
| Delta: | 0.94 |
| Theta: | 0.00 |
| Omega: | 2.72 |
| Rho: | 0.10 |
Quote data
| Open: | 0.751 |
|---|---|
| High: | 0.751 |
| Low: | 0.751 |
| Previous Close: | 0.699 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +2.32% | ||
|---|---|---|---|
| 1 Month | +97.63% | ||
| 3 Months | +206.53% | ||
| YTD | +707.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.714 | 0.699 |
|---|---|---|
| 1M High / 1M Low: | 0.767 | 0.374 |
| 6M High / 6M Low: | 0.767 | 0.091 |
| High (YTD): | 2024-05-29 | 0.767 |
| Low (YTD): | 2024-01-02 | 0.092 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.706 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.540 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.277 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 199.61% | |
| Volatility 6M: | 109.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
