RBI Call 26 VAS 21.03.2025
/ AT0000A376W0
RBI Call 26 VAS 21.03.2025/ AT0000A376W0 /
| 2024-06-04 9:16:55 AM |
Chg.-0.036 |
Bid11:01:56 AM |
Ask11:01:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.291EUR |
-11.01% |
0.280
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
VOESTALPINE AG |
26.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4S |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
0.04 |
| Time value: |
0.27 |
| Break-even: |
29.13 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
3.30% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
5.23 |
| Rho: |
0.11 |
Quote data
| Open: |
0.291 |
| High: |
0.291 |
| Low: |
0.291 |
| Previous Close: |
0.327 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.61% |
| 1 Month |
|
|
+4.30% |
| 3 Months |
|
|
-2.35% |
| YTD |
|
|
-44.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.333 |
0.291 |
| 1M High / 1M Low: |
0.334 |
0.228 |
| 6M High / 6M Low: |
0.556 |
0.228 |
| High (YTD): |
2024-01-02 |
0.507 |
| Low (YTD): |
2024-05-09 |
0.228 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.04% |
| Volatility 6M: |
|
99.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
