RBI Call/Rosenbauer 24-25
/ AT0000A3BVM3
RBI Call/Rosenbauer 24-25/ AT0000A3BVM3 /
| 2024-05-31 9:15:02 AM |
Chg.+0.021 |
Bid2:29:41 PM |
Ask2:29:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.742EUR |
+2.91% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
28.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DW4 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
0.23 |
| Time value: |
0.52 |
| Break-even: |
35.48 |
| Moneyness: |
1.08 |
| Premium: |
0.17 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.75% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
2.81 |
| Rho: |
0.18 |
Quote data
| Open: |
0.742 |
| High: |
0.742 |
| Low: |
0.742 |
| Previous Close: |
0.721 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.60% |
| 1 Month |
|
|
+9.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.742 |
0.699 |
| 1M High / 1M Low: |
0.796 |
0.648 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.723 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
1,363.636 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
