RBI Call/Wienerberger 23-25
/ AT0000A37710
RBI Call/Wienerberger 23-25/ AT0000A37710 /
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: |
|
- |