OverviewChartNewsTraderScreen

RBI Call 33 ROS 21.03.2025/  AT0000A376G3  /

EUWAX
2024-09-26  9:15:56 AM Chg.-0.037 Bid9:40:21 AM Ask9:40:21 AM Underlying Strike price Expiration date Option type
0.526EUR -6.57% 0.526
Bid Size: 10,000		 0.546
Ask Size: 10,000		 ROSENBAUER INTL 33.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4C
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.31
Implied volatility: 0.34
Historic volatility: 0.31
Parity: 0.31
Time value: 0.23
Break-even: 38.37
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 3.87%
Delta: 0.71
Theta: -0.01
Omega: 4.80
Rho: 0.10
 

Quote data

Open: 0.526
High: 0.526
Low: 0.526
Previous Close: 0.563
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.24%
1 Month
  -53.04%
3 Months
  -18.45%
YTD  
+64.38%
1 Year  
+5.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.622 0.563
1M High / 1M Low: 1.130 0.542
6M High / 6M Low: 1.130 0.252
High (YTD): 2024-08-27 1.130
Low (YTD): 2024-03-20 0.223
52W High: 2024-08-27 1.130
52W Low: 2024-03-20 0.223
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.734
Avg. volume 1M:   0.000
Avg. price 6M:   0.546
Avg. volume 6M:   0.000
Avg. price 1Y:   0.464
Avg. volume 1Y:   0.000
Volatility 1M:   151.38%
Volatility 6M:   136.10%
Volatility 1Y:   115.74%
Volatility 3Y:   -