RBI Call/Kapsch 23-25/ AT0000A37637 /
| 2024-06-03 9:15:00 AM | Chg.+0.004 | Bid5:28:45 PM | Ask5:28:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.074EUR | +5.71% | - Bid Size: - |
- Ask Size: - |
Kapsch TrafficCom AG | 10.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A3Z |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | Kapsch TrafficCom AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 10.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-09-26 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.36 |
| Parity: | -0.13 |
| Time value: | 0.09 |
| Break-even: | 10.93 |
| Moneyness: | 0.87 |
| Premium: | 0.26 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.02 |
| Spread %: | 27.40% |
| Delta: | 0.46 |
| Theta: | 0.00 |
| Omega: | 4.29 |
| Rho: | 0.02 |
Quote data
| Open: | 0.074 |
|---|---|
| High: | 0.074 |
| Low: | 0.074 |
| Previous Close: | 0.070 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -1.33% | ||
|---|---|---|---|
| 1 Month | +45.10% | ||
| 3 Months | -10.84% | ||
| YTD | -41.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.075 | 0.070 |
|---|---|---|
| 1M High / 1M Low: | 0.086 | 0.056 |
| 6M High / 6M Low: | 0.166 | 0.048 |
| High (YTD): | 2024-01-10 | 0.166 |
| Low (YTD): | 2024-04-24 | 0.048 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.073 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.073 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.103 | |
| Avg. volume 6M: | 140.351 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.19% | |
| Volatility 6M: | 109.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
