RBI Call/Rosenbauer 23-25
/ AT0000A376G3
RBI Call/Rosenbauer 23-25/ AT0000A376G3 /
| 2024-09-26 9:15:00 AM |
Chg.-0.033 |
Bid5:29:54 PM |
Ask5:29:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-5.86% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
33.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4C |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 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: |
0.51 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.31 |
| Parity: |
0.31 |
| Time value: |
0.23 |
| Break-even: |
38.37 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.87% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.80 |
| Rho: |
0.10 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.563 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.56% |
| 1 Month |
|
|
-50.47% |
| 3 Months |
|
|
-23.41% |
| YTD |
|
|
+65.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.586 |
0.563 |
| 1M High / 1M Low: |
1.010 |
0.560 |
| 6M High / 6M Low: |
1.070 |
0.252 |
| High (YTD): |
2024-08-23 |
1.070 |
| Low (YTD): |
2024-03-21 |
0.228 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.575 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.507 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.91% |
| Volatility 6M: |
|
172.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
