RBI Call 2900 ATX 21.03.2025
/ AT0000A37AH2
RBI Call 2900 ATX 21.03.2025/ AT0000A37AH2 /
| 2024-05-21 9:16:25 AM |
Chg.+0.07 |
Bid2:20:58 PM |
Ask2:20:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.53EUR |
+0.74% |
9.55
Bid Size: 10,000 |
9.62
Ask Size: 10,000 |
ATX |
2,900.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A7V |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,900.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.55 |
| Intrinsic value: |
8.64 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.11 |
| Parity: |
8.64 |
| Time value: |
0.97 |
| Break-even: |
3,861.00 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
0.73% |
| Delta: |
0.97 |
| Theta: |
-0.34 |
| Omega: |
3.81 |
| Rho: |
22.49 |
Quote data
| Open: |
9.53 |
| High: |
9.53 |
| Low: |
9.53 |
| Previous Close: |
9.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.48% |
| 1 Month |
|
|
+29.66% |
| 3 Months |
|
|
+54.71% |
| YTD |
|
|
+40.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.46 |
8.95 |
| 1M High / 1M Low: |
9.46 |
7.51 |
| 6M High / 6M Low: |
9.46 |
5.61 |
| High (YTD): |
2024-05-20 |
9.46 |
| Low (YTD): |
2024-03-12 |
5.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.54% |
| Volatility 6M: |
|
43.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
