RBI Call/Frequentis 23-25
/ AT0000A375W2
RBI Call/Frequentis 23-25/ AT0000A375W2 /
| 2024-05-15 9:15:01 AM |
Chg.-0.008 |
Bid11:20:34 AM |
Ask11:20:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-5.80% |
0.129
Bid Size: 10,000 |
0.149
Ask Size: 10,000 |
FREQUENTIS AG |
31.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A3S |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
FREQUENTIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.50 |
| Time value: |
0.14 |
| Break-even: |
32.43 |
| Moneyness: |
0.84 |
| Premium: |
0.25 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
16.26% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
6.32 |
| Rho: |
0.06 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.138 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.75% |
| 1 Month |
|
|
-21.69% |
| 3 Months |
|
|
-41.44% |
| YTD |
|
|
-50.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.162 |
0.138 |
| 1M High / 1M Low: |
0.183 |
0.138 |
| 6M High / 6M Low: |
0.356 |
0.119 |
| High (YTD): |
2024-01-04 |
0.275 |
| Low (YTD): |
2024-02-27 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.155 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.87% |
| Volatility 6M: |
|
106.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
