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RBI Call 35 ROS 21.03.2025/  AT0000A376H1  /

EUWAX
2024-09-26  9:15:56 AM Chg.-0.033 Bid5:29:59 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
0.409EUR -7.47% -
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: 8.57
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.11
Implied volatility: 0.34
Historic volatility: 0.31
Parity: 0.11
Time value: 0.31
Break-even: 39.21
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 4.99%
Delta: 0.62
Theta: -0.01
Omega: 5.36
Rho: 0.09
 

Quote data

Open: 0.409
High: 0.409
Low: 0.409
Previous Close: 0.442
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.66%
1 Month
  -57.22%
3 Months
  -23.69%
YTD  
+56.71%
1 Year
  -2.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.495 0.442
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: 2024-08-27 0.969
52W Low: 2024-03-20 0.173
Avg. price 1W:   0.466
Avg. volume 1W:   0.000
Avg. price 1M:   0.600
Avg. volume 1M:   0.000
Avg. price 6M:   0.446
Avg. volume 6M:   5.233
Avg. price 1Y:   0.381
Avg. volume 1Y:   5.294
Volatility 1M:   168.90%
Volatility 6M:   149.78%
Volatility 1Y:   126.59%
Volatility 3Y:   -