RBI Call/AT & S 23-25/ AT0000A378C8 /
| 2024-05-03 12:08:28 PM | Chg.0.000 | Bid12:08:28 PM | Ask12:08:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.001EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
AT+S AUSTR.T.+SYSTEM... | 40.00 - | 2025-03-21 | Call |
Master data
| WKN: | RC1A5Q |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | AT+S AUSTR.T.+SYSTEMT. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 101.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.42 |
| Parity: | -1.98 |
| Time value: | 0.02 |
| Break-even: | 40.20 |
| Moneyness: | 0.51 |
| Premium: | 0.99 |
| Premium p.a.: | 1.18 |
| Spread abs.: | 0.02 |
| Spread %: | 1,900.00% |
| Delta: | 0.07 |
| Theta: | 0.00 |
| Omega: | 6.82 |
| Rho: | 0.01 |
Quote data
| Open: | 0.001 |
|---|---|
| High: | 0.001 |
| Low: | 0.001 |
| Previous Close: | 0.001 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -95.65% | ||
| YTD | -98.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.002 | 0.001 |
|---|---|---|
| 1M High / 1M Low: | 0.002 | 0.001 |
| 6M High / 6M Low: | 0.174 | 0.001 |
| High (YTD): | 2024-01-02 | 0.078 |
| Low (YTD): | 2024-05-03 | 0.001 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.001 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.001 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.040 | |
| Avg. volume 6M: | 1,290.323 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 393.80% | |
| Volatility 6M: | 450.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
