RBI Call 35 ROS 21.03.2025
/ AT0000A376H1
RBI Call 35 ROS 21.03.2025/ AT0000A376H1 /
2024-09-25 9:16:06 AM |
Chg.-0.015 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.442EUR |
-3.28% |
- Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL |
35.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
RC1A4D |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2023-09-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.42 |
Historic volatility: |
0.31 |
Parity: |
0.16 |
Time value: |
0.37 |
Break-even: |
40.29 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
3.93% |
Delta: |
0.64 |
Theta: |
-0.01 |
Omega: |
4.42 |
Rho: |
0.09 |
Quote data
Open: |
0.442 |
High: |
0.442 |
Low: |
0.442 |
Previous Close: |
0.457 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
-50.06% |
3 Months |
|
|
-19.78% |
YTD |
|
|
+69.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.495 |
0.425 |
1M High / 1M Low: |
0.969 |
0.425 |
6M High / 6M Low: |
0.969 |
0.198 |
High (YTD): |
2024-08-27 |
0.969 |
Low (YTD): |
2024-03-20 |
0.173 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.463 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.607 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.444 |
Avg. volume 6M: |
|
5.233 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
173.07% |
Volatility 6M: |
|
149.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |