RBI Call 3 PYT 21.03.2025
/ AT0000A37N11
RBI Call 3 PYT 21.03.2025/ AT0000A37N11 /
| 5/31/2024 9:16:27 AM |
Chg.+0.008 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.671EUR |
+1.21% |
-
Bid Size: - |
-
Ask Size: - |
POLYTEC HLDG AG INH.... |
3.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1BG5 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
POLYTEC HLDG AG INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/12/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.45 |
| Time value: |
0.24 |
| Break-even: |
3.69 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
4.57% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
3.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.671 |
| High: |
0.671 |
| Low: |
0.671 |
| Previous Close: |
0.663 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.19% |
| 1 Month |
|
|
+2.13% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
-20.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.721 |
0.619 |
| 1M High / 1M Low: |
0.803 |
0.619 |
| 6M High / 6M Low: |
1.050 |
0.495 |
| High (YTD): |
1/10/2024 |
1.050 |
| Low (YTD): |
4/29/2024 |
0.495 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.677 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.729 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.748 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.70% |
| Volatility 6M: |
|
96.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
