RBI Call/Andritz 24-25/ AT0000A3BTF1 /
2024-05-22 9:15:01 AM | Chg.-0.077 | Bid5:23:29 PM | Ask5:23:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.807EUR | -8.71% | - Bid Size: - |
- Ask Size: - |
ANDRITZ AG | 52.00 EUR | 2025-09-19 | Call |
Master data
WKN: | RC1DUY |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ANDRITZ AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 52.00 EUR |
Maturity: | 2025-09-19 |
Issue date: | 2024-04-08 |
Last trading day: | 2025-09-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.45 |
Leverage: | Yes |
Calculated values
Fair value: | 0.89 |
---|---|
Intrinsic value: | 0.30 |
Implied volatility: | 0.22 |
Historic volatility: | 0.24 |
Parity: | 0.30 |
Time value: | 0.55 |
Break-even: | 60.53 |
Moneyness: | 1.06 |
Premium: | 0.10 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.02 |
Spread %: | 2.40% |
Delta: | 0.71 |
Theta: | -0.01 |
Omega: | 4.56 |
Rho: | 0.40 |
Quote data
Open: | 0.807 |
---|---|
High: | 0.807 |
Low: | 0.807 |
Previous Close: | 0.884 |
Turnover: | - |
Market phase: | OP |
All quotes in EUR
Performance
1 Week | +6.04% | ||
---|---|---|---|
1 Month | -12.38% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.884 | 0.761 |
---|---|---|
1M High / 1M Low: | 0.931 | 0.632 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.808 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.763 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 105.20% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |