RBI Call/VIG 23-25/ AT0000A37H92 /
| 1/24/2025 9:15:01 AM | Chg.-0.010 | Bid4:58:30 PM | Ask4:58:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.522EUR | -1.88% | - Bid Size: - |
- Ask Size: - |
VIENNA INSURANCE GRO... | 26.00 EUR | 3/21/2025 | Call |
Master data
| WKN: | RC1BDC |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | VIENNA INSURANCE GROUP AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 EUR |
| Maturity: | 3/21/2025 |
| Issue date: | 10/9/2023 |
| Last trading day: | 3/20/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.15 |
| Parity: | 0.51 |
| Time value: | 0.02 |
| Break-even: | 31.32 |
| Moneyness: | 1.20 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 3.91% |
| Delta: | 0.94 |
| Theta: | -0.01 |
| Omega: | 5.48 |
| Rho: | 0.04 |
Quote data
| Open: | 0.522 |
|---|---|
| High: | 0.522 |
| Low: | 0.522 |
| Previous Close: | 0.532 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -2.25% | ||
|---|---|---|---|
| 1 Month | +22.25% | ||
| 3 Months | +5.88% | ||
| YTD | +12.99% | ||
| 1 Year | +83.16% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.533 | 0.518 |
|---|---|---|
| 1M High / 1M Low: | 0.534 | 0.409 |
| 6M High / 6M Low: | 0.662 | 0.327 |
| High (YTD): | 1/17/2025 | 0.534 |
| Low (YTD): | 1/14/2025 | 0.409 |
| 52W High: | 9/3/2024 | 0.662 |
| 52W Low: | 2/9/2024 | 0.212 |
| Avg. price 1W: | 0.526 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.470 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.446 | |
| Avg. volume 6M: | 15.873 | |
| Avg. price 1Y: | 0.434 | |
| Avg. volume 1Y: | 8.163 | |
| Volatility 1M: | 82.73% | |
| Volatility 6M: | 88.33% | |
| Volatility 1Y: | 79.63% | |
| Volatility 3Y: | - |