RBI Call 28 ROS 19.09.2025
/ AT0000A3BVM3
RBI Call 28 ROS 19.09.2025/ AT0000A3BVM3 /
| 2024-11-14 9:15:37 AM |
Chg.+0.011 |
Bid12:07:55 PM |
Ask12:07:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.854EUR |
+1.30% |
0.878
Bid Size: 10,000 |
0.898
Ask Size: 10,000 |
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: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.31 |
| Parity: |
0.70 |
| Time value: |
0.14 |
| Break-even: |
36.41 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
3.60 |
| Rho: |
0.19 |
Quote data
| Open: |
0.854 |
| High: |
0.854 |
| Low: |
0.854 |
| Previous Close: |
0.843 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.21% |
| 1 Month |
|
|
-4.26% |
| 3 Months |
|
|
-27.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.852 |
0.782 |
| 1M High / 1M Low: |
0.927 |
0.782 |
| 6M High / 6M Low: |
1.650 |
0.691 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.834 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.020 |
| Avg. volume 6M: |
|
15.267 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.93% |
| Volatility 6M: |
|
88.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
