RBI Call 42 XD4 21.03.2025
/ AT0000A37C63
RBI Call 42 XD4 21.03.2025/ AT0000A37C63 /
| 2024-03-21 9:15:08 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.416EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
STRABAG SE |
42.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A9E |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
STRABAG SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-05 |
| Last trading day: |
2024-03-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.15 |
| Time value: |
0.48 |
| Break-even: |
46.79 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
4.36% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
4.71 |
| Rho: |
0.16 |
Quote data
| Open: |
0.416 |
| High: |
0.416 |
| Low: |
0.416 |
| Previous Close: |
0.366 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-15.62% |
| YTD |
|
|
+12.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
0.540 |
0.193 |
| High (YTD): |
2024-02-23 |
0.540 |
| Low (YTD): |
2024-03-18 |
0.341 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
0.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
148.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
