RBI Call 35 ROS 21.03.2025
/ AT0000A376H1
RBI Call 35 ROS 21.03.2025/ AT0000A376H1 /
| 2024-06-17 9:16:57 AM |
Chg.+0.024 |
Bid10:55:33 AM |
Ask10:55:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.509EUR |
+4.95% |
0.522
Bid Size: 10,000 |
0.542
Ask Size: 10,000 |
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: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.28 |
| Parity: |
0.07 |
| Time value: |
0.46 |
| Break-even: |
40.31 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
3.91% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.13 |
Quote data
| Open: |
0.509 |
| High: |
0.509 |
| Low: |
0.509 |
| Previous Close: |
0.485 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.54% |
| 1 Month |
|
|
+47.97% |
| 3 Months |
|
|
+144.71% |
| YTD |
|
|
+95.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.569 |
0.460 |
| 1M High / 1M Low: |
0.569 |
0.261 |
| 6M High / 6M Low: |
0.569 |
0.173 |
| High (YTD): |
2024-06-10 |
0.569 |
| Low (YTD): |
2024-03-20 |
0.173 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.503 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
5.444 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.04% |
| Volatility 6M: |
|
131.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
