RBI Call/STRABAG 23-25/ AT0000A37C48 /
2024-04-26 3:07:35 PM | Chg.+0.110 | Bid5:29:38 PM | Ask5:29:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.350EUR | +8.87% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 30.2282 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1A9C |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | STRABAG SE |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.23 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-05 |
Last trading day: | 2025-03-20 |
Ratio: | 7.96:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.74 |
Leverage: | Yes |
Calculated values
Fair value: | 1.47 |
---|---|
Intrinsic value: | 1.29 |
Implied volatility: | - |
Historic volatility: | 0.26 |
Parity: | 1.29 |
Time value: | 0.07 |
Break-even: | 41.05 |
Moneyness: | 1.34 |
Premium: | 0.01 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.02 |
Spread %: | 1.49% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.240 |
---|---|
High: | 1.350 |
Low: | 1.230 |
Previous Close: | 1.240 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +31.07% | ||
---|---|---|---|
1 Month | +11.57% | ||
3 Months | +81.94% | ||
YTD | +134.38% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 1.350 | 1.030 |
---|---|---|
1M High / 1M Low: | 1.350 | 1.000 |
6M High / 6M Low: | 1.350 | 0.325 |
High (YTD): | 2024-04-26 | 1.350 |
Low (YTD): | 2024-03-15 | 0.550 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.154 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.103 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.666 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 84.07% | |
Volatility 6M: | 133.27% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |