RBI Call/S Immo 23-25/ AT0000A376N9 /
| 2024-05-29 9:15:00 AM | Chg.+0.007 | Bid10:10:35 AM | Ask10:10:35 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.597EUR | +1.19% | 0.589 Bid Size: 10,000 |
0.609 Ask Size: 10,000 |
S IMMO AG | 17.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A4J |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | S IMMO AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.26 |
| Parity: | 0.51 |
| Time value: | 0.10 |
| Break-even: | 23.09 |
| Moneyness: | 1.30 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 3.40% |
| Delta: | 0.87 |
| Theta: | 0.00 |
| Omega: | 3.17 |
| Rho: | 0.11 |
Quote data
| Open: | 0.597 |
|---|---|
| High: | 0.597 |
| Low: | 0.597 |
| Previous Close: | 0.590 |
| Turnover: | - |
| Market phase: | X RC P |
All quotes in EUR
Performance
| 1 Week | +126.14% | ||
|---|---|---|---|
| 1 Month | +159.57% | ||
| 3 Months | +366.41% | ||
| YTD | +1143.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.590 | 0.264 |
|---|---|---|
| 1M High / 1M Low: | 0.590 | 0.223 |
| 6M High / 6M Low: | 0.590 | 0.047 |
| High (YTD): | 2024-05-28 | 0.590 |
| Low (YTD): | 2024-01-02 | 0.047 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.433 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.318 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.152 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 276.55% | |
| Volatility 6M: | 139.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
