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RBI Call 31 ROS 21.03.2025/  AT0000A376F5  /

EUWAX
10/18/2024  9:16:27 AM Chg.-0.092 Bid5:29:59 PM Ask5:29:59 PM Underlying Strike price Expiration date Option type
0.489EUR -15.83% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 31.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.33
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.33
Implied volatility: 0.39
Historic volatility: 0.31
Parity: 0.33
Time value: 0.21
Break-even: 36.42
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.83%
Delta: 0.72
Theta: -0.01
Omega: 4.56
Rho: 0.08
 

Quote data

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

Performance

1 Week
  -3.74%
1 Month
  -27.77%
3 Months
  -39.63%
YTD  
+25.71%
1 Year  
+19.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.581 0.508
1M High / 1M Low: 0.766 0.508
6M High / 6M Low: 1.300 0.389
High (YTD): 8/27/2024 1.300
Low (YTD): 3/20/2024 0.282
52W High: 8/27/2024 1.300
52W Low: 3/20/2024 0.282
Avg. price 1W:   0.537
Avg. volume 1W:   0.000
Avg. price 1M:   0.614
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:   90.10%
Volatility 6M:   120.80%
Volatility 1Y:   104.94%
Volatility 3Y:   -