RBI Call 30 ROS 19.09.2025
/ AT0000A3BVN1
RBI Call 30 ROS 19.09.2025/ AT0000A3BVN1 /
09/10/2024 09:15:34 |
Chg.- |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.748EUR |
- |
- Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL |
30.00 EUR |
19/09/2025 |
Call |
Master data
WKN: |
RC1DW5 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
19/09/2025 |
Issue date: |
08/04/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.34 |
Historic volatility: |
0.31 |
Parity: |
0.49 |
Time value: |
0.28 |
Break-even: |
37.72 |
Moneyness: |
1.16 |
Premium: |
0.08 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.66% |
Delta: |
0.76 |
Theta: |
-0.01 |
Omega: |
3.45 |
Rho: |
0.18 |
Quote data
Open: |
0.748 |
High: |
0.748 |
Low: |
0.748 |
Previous Close: |
0.787 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
-15.67% |
3 Months |
|
|
-25.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.806 |
0.748 |
1M High / 1M Low: |
1.040 |
0.747 |
6M High / 6M Low: |
1.480 |
0.552 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.781 |
Avg. volume 1W: |
|
82.500 |
Avg. price 1M: |
|
0.876 |
Avg. volume 1M: |
|
15.714 |
Avg. price 6M: |
|
0.868 |
Avg. volume 6M: |
|
2.558 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.05% |
Volatility 6M: |
|
95.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |