RBI Call/Do&Co 23-25/ AT0000A375Q4 /
2024-05-17 4:51:15 PM | Chg.-0.080 | Bid5:24:36 PM | Ask5:24:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.850EUR | -1.62% | - Bid Size: - |
- Ask Size: - |
Do & Co AG | 102.50 - | 2025-03-21 | Call |
Master data
WKN: | RC1A3L |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | Do & Co AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 102.50 - |
Maturity: | 2025-03-21 |
Issue date: | 2023-09-26 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.00 |
Leverage: | Yes |
Calculated values
Fair value: | 4.98 |
---|---|
Intrinsic value: | 4.59 |
Implied volatility: | 0.24 |
Historic volatility: | 0.26 |
Parity: | 4.59 |
Time value: | 0.36 |
Break-even: | 152.00 |
Moneyness: | 1.45 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.02 |
Spread %: | 0.41% |
Delta: | 0.97 |
Theta: | -0.01 |
Omega: | 2.92 |
Rho: | 0.80 |
Quote data
Open: | 4.760 |
---|---|
High: | 4.850 |
Low: | 4.620 |
Previous Close: | 4.930 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +5.66% | ||
---|---|---|---|
1 Month | +9.73% | ||
3 Months | +3.41% | ||
YTD | +33.98% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.200 | 4.850 |
---|---|---|
1M High / 1M Low: | 5.200 | 4.260 |
6M High / 6M Low: | 5.240 | 2.870 |
High (YTD): | 2024-03-13 | 5.240 |
Low (YTD): | 2024-01-24 | 2.990 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.996 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.641 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 3.964 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.99% | |
Volatility 6M: | 81.66% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |