RBI Call/Rosenbauer 23-25
/ AT0000A376F5
RBI Call/Rosenbauer 23-25/ AT0000A376F5 /
| 2024-06-20 2:36:10 PM |
Chg.+0.103 |
Bid5:29:22 PM |
Ask5:29:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.733EUR |
+16.35% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
31.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4B |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.29 |
| Time value: |
0.38 |
| Break-even: |
37.72 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.07% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
3.49 |
| Rho: |
0.13 |
Quote data
| Open: |
0.658 |
| High: |
0.733 |
| Low: |
0.658 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
+48.98% |
| 3 Months |
|
|
+147.64% |
| YTD |
|
|
+88.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.733 |
0.630 |
| 1M High / 1M Low: |
0.803 |
0.415 |
| 6M High / 6M Low: |
0.803 |
0.288 |
| High (YTD): |
2024-06-10 |
0.803 |
| Low (YTD): |
2024-03-21 |
0.288 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.677 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.567 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.91% |
| Volatility 6M: |
|
110.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
