RBI Call/S Immo 23-25/ AT0000A376N9 /
2024-05-17 4:51:14 PM | Chg.-0.007 | Bid5:26:19 PM | Ask5:26:19 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.287EUR | -2.38% | - Bid Size: - |
- Ask Size: - |
S IMMO AG | 17.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A4J |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | S IMMO AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 17.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-09-26 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.02 |
Leverage: | Yes |
Calculated values
Fair value: | 0.25 |
---|---|
Intrinsic value: | 0.13 |
Implied volatility: | 0.32 |
Historic volatility: | 0.23 |
Parity: | 0.13 |
Time value: | 0.18 |
Break-even: | 20.03 |
Moneyness: | 1.07 |
Premium: | 0.10 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.02 |
Spread %: | 7.07% |
Delta: | 0.69 |
Theta: | 0.00 |
Omega: | 4.16 |
Rho: | 0.08 |
Quote data
Open: | 0.287 |
---|---|
High: | 0.287 |
Low: | 0.287 |
Previous Close: | 0.294 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +12.55% | ||
---|---|---|---|
1 Month | +20.59% | ||
3 Months | +158.56% | ||
YTD | +497.92% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.294 | 0.250 |
---|---|---|
1M High / 1M Low: | 0.294 | 0.223 |
6M High / 6M Low: | 0.294 | 0.047 |
High (YTD): | 2024-05-16 | 0.294 |
Low (YTD): | 2024-01-02 | 0.047 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.268 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.252 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.122 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 73.98% | |
Volatility 6M: | 109.20% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |