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RBI Call 60 AZ2 21.03.2025/  AT0000A37835  /

Stuttgart
23/01/2025  09:16:31 Chg.+0.003 Bid13:09:06 Ask13:09:06 Underlying Strike price Expiration date Option type
0.040EUR +8.11% 0.036
Bid Size: 10,000		 0.056
Ask Size: 10,000		 ANDRITZ AG 60.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A5F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 88.17
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -0.71
Time value: 0.06
Break-even: 60.60
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.39
Spread abs.: 0.02
Spread %: 50.00%
Delta: 0.18
Theta: -0.02
Omega: 15.77
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.037
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+185.71%
1 Month  
+1233.33%
3 Months
  -92.28%
YTD  
+1233.33%
1 Year
  -92.19%
3 Years     -
5 Years     -
1W High / 1W Low: 0.037 0.014
1M High / 1M Low: 0.037 0.002
6M High / 6M Low: 0.846 0.002
High (YTD): 22/01/2025 0.037
Low (YTD): 13/01/2025 0.002
52W High: 27/09/2024 0.846
52W Low: 13/01/2025 0.002
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   222.222
Avg. price 6M:   0.315
Avg. volume 6M:   63.492
Avg. price 1Y:   0.398
Avg. volume 1Y:   31.621
Volatility 1M:   968.27%
Volatility 6M:   503.06%
Volatility 1Y:   373.35%
Volatility 3Y:   -