RBI Call 32 VAS 21.03.2025
/ AT0000A376Z3
RBI Call 32 VAS 21.03.2025/ AT0000A376Z3 /
| 2024-05-17 9:16:35 AM |
Chg.+0.014 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
+17.50% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
32.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4V |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.24 |
| Parity: |
-0.59 |
| Time value: |
0.10 |
| Break-even: |
33.03 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
10.75% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
7.29 |
| Rho: |
0.05 |
Quote data
| Open: |
0.094 |
| High: |
0.094 |
| Low: |
0.094 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.05% |
| 1 Month |
|
|
+40.30% |
| 3 Months |
|
|
-27.69% |
| YTD |
|
|
-62.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.076 |
| 1M High / 1M Low: |
0.094 |
0.065 |
| 6M High / 6M Low: |
0.273 |
0.065 |
| High (YTD): |
2024-01-02 |
0.239 |
| Low (YTD): |
2024-05-09 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.38% |
| Volatility 6M: |
|
136.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
