RBI Call 32 ROS 19.09.2025
/ AT0000A3BVP6
RBI Call 32 ROS 19.09.2025/ AT0000A3BVP6 /
| 6/24/2024 9:15:41 AM |
Chg.+0.063 |
Bid3:57:50 PM |
Ask3:57:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+7.44% |
0.867
Bid Size: 10,000 |
0.887
Ask Size: 10,000 |
ROSENBAUER INTL |
32.00 EUR |
9/19/2025 |
Call |
Master data
| WKN: |
RC1DW6 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.45 |
| Time value: |
0.46 |
| Break-even: |
41.07 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.25% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.22 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
0.847 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.21% |
| 1 Month |
|
|
+56.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.847 |
0.713 |
| 1M High / 1M Low: |
0.880 |
0.502 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.771 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
