RBI Call 17 SPI 21.03.2025
/ AT0000A376N9
RBI Call 17 SPI 21.03.2025/ AT0000A376N9 /
| 2024-05-24 9:16:08 AM |
Chg.-0.008 |
Bid12:27:40 PM |
Ask12:27:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.272EUR |
-2.86% |
0.283
Bid Size: 10,000 |
0.303
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: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.13 |
| Time value: |
0.17 |
| Break-even: |
19.99 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
7.17% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
4.22 |
| Rho: |
0.08 |
Quote data
| Open: |
0.272 |
| High: |
0.272 |
| Low: |
0.272 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.55% |
| 1 Month |
|
|
+18.26% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
+455.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.282 |
0.264 |
| 1M High / 1M Low: |
0.282 |
0.213 |
| 6M High / 6M Low: |
0.287 |
0.046 |
| High (YTD): |
2024-04-02 |
0.287 |
| Low (YTD): |
2024-01-04 |
0.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.277 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.146 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.47% |
| Volatility 6M: |
|
104.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
