RBI Call/Rosenbauer 24-25
/ AT0000A3BVQ4
RBI Call/Rosenbauer 24-25/ AT0000A3BVQ4 /
| 2024-09-26 9:15:00 AM |
Chg.-0.030 |
Bid10:40:52 AM |
Ask10:40:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.624EUR |
-4.59% |
0.623
Bid Size: 10,000 |
0.643
Ask Size: 10,000 |
ROSENBAUER INTL |
34.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DW7 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
0.21 |
| Time value: |
0.42 |
| Break-even: |
40.31 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.27% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.18 |
Quote data
| Open: |
0.624 |
| High: |
0.624 |
| Low: |
0.624 |
| Previous Close: |
0.654 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.42% |
| 1 Month |
|
|
-44.78% |
| 3 Months |
|
|
-20.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.674 |
0.654 |
| 1M High / 1M Low: |
1.070 |
0.649 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
