RBI Call/Wienerberger 23-25/  AT0000A37710  /

Wien OS
1/24/2025  12:04:03 PM Chg.+0.055 Bid3:53:12 PM Ask3:53:12 PM Underlying Strike price Expiration date Option type
0.408EUR +15.58% 0.402
Bid Size: 10,000
0.412
Ask Size: 10,000
WIENERBERGER 24.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
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: 0.353
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+53.96%
1 Month  
+50.55%
3 Months
  -18.89%
YTD  
+23.26%
1 Year
  -41.21%
3 Years     -
5 Years     -
1W High / 1W Low: 0.364 0.265
1M High / 1M Low: 0.374 0.182
6M High / 6M Low: 1.040 0.182
High (YTD): 1/2/2025 0.374
Low (YTD): 1/14/2025 0.182
52W High: 5/21/2024 1.270
52W Low: 1/14/2025 0.182
Avg. price 1W:   0.328
Avg. volume 1W:   400
Avg. price 1M:   0.287
Avg. volume 1M:   222.222
Avg. price 6M:   0.544
Avg. volume 6M:   31.746
Avg. price 1Y:   0.776
Avg. volume 1Y:   15.810
Volatility 1M:   235.23%
Volatility 6M:   141.17%
Volatility 1Y:   107.67%
Volatility 3Y:   -