RBI Call/VIG 23-25/ AT0000A37HB0 /
| 2024-05-17 4:51:14 PM | Chg.0.000 | Bid5:16:19 PM | Ask5:16:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.280EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
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: | 10.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.15 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.16 |
| Parity: | 0.15 |
| Time value: | 0.15 |
| Break-even: | 33.03 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 7.07% |
| Delta: | 0.76 |
| Theta: | 0.00 |
| Omega: | 7.93 |
| Rho: | 0.18 |
Quote data
| Open: | 0.289 |
|---|---|
| High: | 0.289 |
| Low: | 0.280 |
| Previous Close: | 0.280 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +25.56% | ||
|---|---|---|---|
| 1 Month | +63.74% | ||
| 3 Months | +174.51% | ||
| YTD | +110.53% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.280 | 0.238 |
|---|---|---|
| 1M High / 1M Low: | 0.280 | 0.171 |
| 6M High / 6M Low: | 0.280 | 0.092 |
| High (YTD): | 2024-05-17 | 0.280 |
| Low (YTD): | 2024-02-09 | 0.092 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.266 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.213 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.156 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.29% | |
| Volatility 6M: | 92.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
