OverviewChartNewsTraderScreen

RBI Call/Rosenbauer 23-24/  AT0000A33K67  /

Wien OS
2024-06-24  9:15:03 AM Chg.+0.057 Bid3:57:49 PM Ask3:57:49 PM Underlying Strike price Expiration date Option type
0.432EUR +15.20% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 34.00 - 2024-09-20 Call
 

Master data

WKN: RC0836
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.45
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.25
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.25
Time value: 0.18
Break-even: 38.32
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 4.85%
Delta: 0.69
Theta: -0.02
Omega: 5.87
Rho: 0.05
 

Quote data

Open: 0.432
High: 0.432
Low: 0.432
Previous Close: 0.375
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+24.86%
1 Month  
+138.67%
3 Months  
+323.53%
YTD  
+151.16%
1 Year  
+23.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.375 0.259
1M High / 1M Low: 0.412 0.121
6M High / 6M Low: 0.412 0.085
High (YTD): 2024-06-10 0.412
Low (YTD): 2024-03-21 0.085
52W High: 2023-08-17 0.427
52W Low: 2024-03-21 0.085
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.182
Avg. volume 6M:   48.387
Avg. price 1Y:   0.247
Avg. volume 1Y:   23.810
Volatility 1M:   307.14%
Volatility 6M:   198.85%
Volatility 1Y:   156.63%
Volatility 3Y:   -