RBI Call 107.5 DOCOF 21.03.2025
/ AT0000A375R2
RBI Call 107.5 DOCOF 21.03.2025/ AT0000A375R2 /
| 2024-04-30 9:15:07 AM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
-0.24% |
-
Bid Size: - |
-
Ask Size: - |
Do & Co AG |
107.50 - |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3M |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
Do & Co AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
107.50 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.27 |
| Parity: |
3.63 |
| Time value: |
0.60 |
| Break-even: |
149.80 |
| Moneyness: |
1.34 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.05 |
| Rho: |
0.77 |
Quote data
| Open: |
4.11 |
| High: |
4.11 |
| Low: |
4.11 |
| Previous Close: |
4.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.24% |
| 1 Month |
|
|
+9.60% |
| 3 Months |
|
|
+41.24% |
| YTD |
|
|
+28.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.86 |
| 1M High / 1M Low: |
4.48 |
3.37 |
| 6M High / 6M Low: |
4.82 |
1.92 |
| High (YTD): |
2024-03-13 |
4.82 |
| Low (YTD): |
2024-01-24 |
2.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.23% |
| Volatility 6M: |
|
85.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
