RBI Call 2900 ATX 21.03.2025
/ AT0000A37AH2
RBI Call 2900 ATX 21.03.2025/ AT0000A37AH2 /
2024-05-06 9:16:38 AM |
Chg.+0.01 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.03EUR |
+0.12% |
- Bid Size: - |
- Ask Size: - |
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: |
4.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.89 |
Intrinsic value: |
6.91 |
Implied volatility: |
0.18 |
Historic volatility: |
0.11 |
Parity: |
6.91 |
Time value: |
1.12 |
Break-even: |
3,703.00 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.07 |
Spread %: |
0.88% |
Delta: |
0.94 |
Theta: |
-0.38 |
Omega: |
4.22 |
Rho: |
22.58 |
Quote data
Open: |
8.03 |
High: |
8.03 |
Low: |
8.03 |
Previous Close: |
8.02 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.78% |
1 Month |
|
|
+8.81% |
3 Months |
|
|
+23.73% |
YTD |
|
|
+18.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
8.02 |
7.52 |
1M High / 1M Low: |
8.02 |
7.18 |
6M High / 6M Low: |
8.02 |
4.97 |
High (YTD): |
2024-05-03 |
8.02 |
Low (YTD): |
2024-03-12 |
5.68 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.75 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.60 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.61% |
Volatility 6M: |
|
44.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |