RBI Call 32.5 FQT 21.03.2025
/ AT0000A3B4S4
RBI Call 32.5 FQT 21.03.2025/ AT0000A3B4S4 /
| 2024-05-07 9:16:56 AM |
Chg.+0.001 |
Bid2024-05-07 |
Ask2024-05-07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.118EUR |
+0.85% |
0.118
Bid Size: 10,000 |
0.138
Ask Size: 10,000 |
FREQUENTIS AG |
32.50 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1DAT |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
FREQUENTIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-11 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-0.59 |
| Time value: |
0.14 |
| Break-even: |
33.90 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
6.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.118 |
| High: |
0.118 |
| Low: |
0.118 |
| Previous Close: |
0.117 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.59% |
| 1 Month |
|
|
-32.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.135 |
0.117 |
| 1M High / 1M Low: |
0.165 |
0.108 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
