RBI Call 24 WIB 21.03.2025
/ AT0000A37710
RBI Call 24 WIB 21.03.2025/ AT0000A37710 /
24/01/2025 09:38:02 |
Chg.+0.053 |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.408EUR |
+14.93% |
- Bid Size: - |
- Ask Size: - |
WIENERBERGER |
24.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
RC1A4X |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
WIENERBERGER |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
26/09/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
0.32 |
Time value: |
0.06 |
Break-even: |
27.80 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
5.83 |
Rho: |
0.03 |
Quote data
Open: |
0.384 |
High: |
0.408 |
Low: |
0.384 |
Previous Close: |
0.355 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+53.38% |
1 Month |
|
|
+49.45% |
3 Months |
|
|
-17.74% |
YTD |
|
|
+28.30% |
1 Year |
|
|
-43.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.358 |
0.266 |
1M High / 1M Low: |
0.375 |
0.170 |
6M High / 6M Low: |
1.060 |
0.170 |
High (YTD): |
02/01/2025 |
0.375 |
Low (YTD): |
15/01/2025 |
0.170 |
52W High: |
21/05/2024 |
1.270 |
52W Low: |
15/01/2025 |
0.170 |
Avg. price 1W: |
|
0.335 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.285 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.545 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.775 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
237.14% |
Volatility 6M: |
|
146.51% |
Volatility 1Y: |
|
111.45% |
Volatility 3Y: |
|
- |