RBI Call 3300 ATX 21.03.2025
/ AT0000A37AM2
RBI Call 3300 ATX 21.03.2025/ AT0000A37AM2 /
| 1/23/2025 9:16:32 AM |
Chg.+0.14 |
Bid10:22:45 AM |
Ask10:22:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.35EUR |
+2.69% |
5.33
Bid Size: 10,000 |
5.40
Ask Size: 10,000 |
ATX |
3,300.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A7Z |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,300.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.12 |
| Parity: |
4.94 |
| Time value: |
0.39 |
| Break-even: |
3,833.00 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
1.33% |
| Delta: |
0.89 |
| Theta: |
-0.95 |
| Omega: |
6.37 |
| Rho: |
4.47 |
Quote data
| Open: |
5.35 |
| High: |
5.35 |
| Low: |
5.35 |
| Previous Close: |
5.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.83% |
| 1 Month |
|
|
+44.99% |
| 3 Months |
|
|
+25.88% |
| YTD |
|
|
+36.48% |
| 1 Year |
|
|
+46.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.21 |
4.70 |
| 1M High / 1M Low: |
5.21 |
3.69 |
| 6M High / 6M Low: |
6.05 |
3.14 |
| High (YTD): |
1/20/2025 |
5.21 |
| Low (YTD): |
1/9/2025 |
3.79 |
| 52W High: |
5/21/2024 |
6.31 |
| 52W Low: |
3/12/2024 |
3.01 |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
72.53% |
| Volatility 6M: |
|
91.74% |
| Volatility 1Y: |
|
78.50% |
| Volatility 3Y: |
|
- |