RBI Call 13 T1L 21.03.2025
/ AT0000A376L3
RBI Call 13 T1L 21.03.2025/ AT0000A376L3 /
| 2024-05-02 9:17:26 AM |
Chg.-0.007 |
Bid12:45:19 PM |
Ask12:45:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.494EUR |
-1.40% |
0.487
Bid Size: 10,000 |
0.507
Ask Size: 10,000 |
S IMMO AG |
13.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4G |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
S IMMO AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
0.43 |
| Time value: |
0.09 |
| Break-even: |
18.21 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
3.99% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
2.87 |
| Rho: |
0.09 |
Quote data
| Open: |
0.494 |
| High: |
0.494 |
| Low: |
0.494 |
| Previous Close: |
0.501 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.20% |
| 1 Month |
|
|
-12.57% |
| 3 Months |
|
|
+66.33% |
| YTD |
|
|
+197.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.501 |
0.467 |
| 1M High / 1M Low: |
0.565 |
0.448 |
| 6M High / 6M Low: |
0.565 |
0.160 |
| High (YTD): |
2024-04-02 |
0.565 |
| Low (YTD): |
2024-01-04 |
0.169 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.489 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.492 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.301 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.99% |
| Volatility 6M: |
|
68.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
