RBI Call/VIG 23-25/ AT0000A37HB0 /
2024-05-02 9:15:01 AM | Chg.+0.004 | Bid1:15:37 PM | Ask1:15:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.190EUR | +2.15% | 0.190 Bid Size: 10,000 |
0.210 Ask Size: 10,000 |
VIENNA INSURANCE GRO... | 30.00 EUR | 2025-03-21 | Call |
Master data
WKN: | RC1BDE |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | VIENNA INSURANCE GROUP AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2023-10-09 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 14.20 |
Leverage: | Yes |
Calculated values
Fair value: | 0.20 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.17 |
Parity: | -0.08 |
Time value: | 0.21 |
Break-even: | 32.06 |
Moneyness: | 0.98 |
Premium: | 0.10 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.02 |
Spread %: | 10.75% |
Delta: | 0.55 |
Theta: | 0.00 |
Omega: | 7.87 |
Rho: | 0.13 |
Quote data
Open: | 0.190 |
---|---|
High: | 0.190 |
Low: | 0.190 |
Previous Close: | 0.186 |
Turnover: | - |
Market phase: | X RC P |
All quotes in EUR
Performance
1 Week | -7.32% | ||
---|---|---|---|
1 Month | -4.52% | ||
3 Months | +61.02% | ||
YTD | +42.86% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.205 | 0.182 |
---|---|---|
1M High / 1M Low: | 0.206 | 0.157 |
6M High / 6M Low: | 0.206 | 0.092 |
High (YTD): | 2024-04-24 | 0.206 |
Low (YTD): | 2024-02-09 | 0.092 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.192 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.186 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.145 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 81.02% | |
Volatility 6M: | 94.23% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |