RBI Call 3400 ATX 21.03.2025
/ AT0000A37AN0
RBI Call 3400 ATX 21.03.2025/ AT0000A37AN0 /
| 1/22/2025 9:16:13 AM |
Chg.+0.09 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.35EUR |
+2.11% |
-
Bid Size: - |
-
Ask Size: - |
ATX |
3,400.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A70 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ATX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,400.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
10/2/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.16 |
| Intrinsic value: |
4.01 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.12 |
| Parity: |
4.01 |
| Time value: |
0.40 |
| Break-even: |
3,841.00 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.07 |
| Spread %: |
1.61% |
| Delta: |
0.88 |
| Theta: |
-0.92 |
| Omega: |
7.56 |
| Rho: |
4.60 |
Quote data
| Open: |
4.35 |
| High: |
4.35 |
| Low: |
4.35 |
| Previous Close: |
4.26 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.11% |
| 1 Month |
|
|
+45.48% |
| 3 Months |
|
|
+20.50% |
| YTD |
|
|
+36.36% |
| 1 Year |
|
|
+35.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.35 |
3.88 |
| 1M High / 1M Low: |
4.35 |
2.99 |
| 6M High / 6M Low: |
5.38 |
2.55 |
| High (YTD): |
1/22/2025 |
4.35 |
| Low (YTD): |
1/9/2025 |
3.05 |
| 52W High: |
5/21/2024 |
5.68 |
| 52W Low: |
11/14/2024 |
2.55 |
| Avg. price 1W: |
|
4.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.98 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.63% |
| Volatility 6M: |
|
100.50% |
| Volatility 1Y: |
|
85.26% |
| Volatility 3Y: |
|
- |