RBI Call/STRABAG 24-25/ AT0000A3CKM4 /
| 2024-06-06 2:34:11 PM | Chg.+0.015 | Bid5:26:56 PM | Ask5:26:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.387EUR | +4.03% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 40.00 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1D9U |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | STRABAG SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2025-03-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.14 |
| Historic volatility: | 0.26 |
| Parity: | 0.20 |
| Time value: | 0.19 |
| Break-even: | 43.94 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 5.35% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 8.05 |
| Rho: | 0.22 |
Quote data
| Open: | 0.372 |
|---|---|
| High: | 0.387 |
| Low: | 0.369 |
| Previous Close: | 0.372 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +27.30% | ||
|---|---|---|---|
| 1 Month | +39.21% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.372 | 0.267 |
|---|---|---|
| 1M High / 1M Low: | 0.385 | 0.267 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.326 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.336 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
