RBI Call/Wienerberger 23-25/  AT0000A37728  /

Wien OS
1/9/2025  12:05:44 PM Chg.-0.056 Bid4:46:59 PM Ask4:46:59 PM Underlying Strike price Expiration date Option type
0.117EUR -32.37% 0.124
Bid Size: 10,000
0.134
Ask Size: 10,000
WIENERBERGER 26.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A4Y
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.80
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.23
Parity: -0.05
Time value: 0.14
Break-even: 27.43
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 7.52%
Delta: 0.49
Theta: -0.01
Omega: 8.77
Rho: 0.02
 

Quote data

Open: 0.123
High: 0.123
Low: 0.117
Previous Close: 0.173
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -49.79%
1 Month
  -62.26%
3 Months
  -73.83%
YTD
  -41.21%
1 Year
  -79.76%
3 Years     -
5 Years     -
1W High / 1W Low: 0.233 0.173
1M High / 1M Low: 0.319 0.145
6M High / 6M Low: 0.891 0.145
High (YTD): 1/2/2025 0.233
Low (YTD): 1/8/2025 0.173
52W High: 5/21/2024 1.100
52W Low: 12/20/2024 0.145
Avg. price 1W:   0.198
Avg. volume 1W:   600
Avg. price 1M:   0.212
Avg. volume 1M:   333.333
Avg. price 6M:   0.470
Avg. volume 6M:   47.619
Avg. price 1Y:   0.646
Avg. volume 1Y:   23.715
Volatility 1M:   170.77%
Volatility 6M:   140.46%
Volatility 1Y:   110.48%
Volatility 3Y:   -