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RBI Call 31 ROS 21.03.2025/  AT0000A376F5  /

EUWAX
18/10/2024  09:16:27 Chg.-0.092 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.489EUR -15.83% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 31.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A4B
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 31.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.07
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.37
Implied volatility: 0.39
Historic volatility: 0.31
Parity: 0.37
Time value: 0.20
Break-even: 36.72
Moneyness: 1.12
Premium: 0.06
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 3.62%
Delta: 0.73
Theta: -0.01
Omega: 4.46
Rho: 0.08
 

Quote data

Open: 0.489
High: 0.489
Low: 0.489
Previous Close: 0.581
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.74%
1 Month
  -32.55%
3 Months
  -39.33%
YTD  
+25.71%
1 Year  
+19.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.581 0.489
1M High / 1M Low: 0.766 0.489
6M High / 6M Low: 1.300 0.389
High (YTD): 27/08/2024 1.300
Low (YTD): 20/03/2024 0.282
52W High: 27/08/2024 1.300
52W Low: 20/03/2024 0.282
Avg. price 1W:   0.533
Avg. volume 1W:   0.000
Avg. price 1M:   0.605
Avg. volume 1M:   0.000
Avg. price 6M:   0.682
Avg. volume 6M:   0.000
Avg. price 1Y:   0.564
Avg. volume 1Y:   0.000
Volatility 1M:   99.77%
Volatility 6M:   122.90%
Volatility 1Y:   106.13%
Volatility 3Y:   -