RBI Call 37 O3P 21.03.2025/  AT0000A37BN8  /

Stuttgart
2024-05-21  9:16:29 AM Chg.-0.002 Bid11:01:44 AM Ask11:01:44 AM Underlying Strike price Expiration date Option type
0.064EUR -3.03% 0.063
Bid Size: 10,000
0.083
Ask Size: 10,000
OESTERREICH. POST AG 37.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A8W
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OESTERREICH. POST AG
Type: Warrant
Option type: Call
Strike price: 37.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.86
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -0.53
Time value: 0.09
Break-even: 37.86
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 30.30%
Delta: 0.27
Theta: 0.00
Omega: 10.04
Rho: 0.06
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -4.48%
3 Months  
+20.75%
YTD
  -44.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.084 0.066
1M High / 1M Low: 0.092 0.034
6M High / 6M Low: 0.150 0.034
High (YTD): 2024-01-04 0.131
Low (YTD): 2024-05-07 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.44%
Volatility 6M:   157.86%
Volatility 1Y:   -
Volatility 3Y:   -