RBI Call 31 ROS 21.03.2025
/ AT0000A376F5
RBI Call 31 ROS 21.03.2025/ AT0000A376F5 /
| 2024-06-28 9:16:37 AM |
Chg.+0.028 |
Bid10:25:47 AM |
Ask10:25:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.803EUR |
+3.61% |
0.757
Bid Size: 10,000 |
0.777
Ask Size: 10,000 |
ROSENBAUER INTL |
31.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.45 |
| Time value: |
0.33 |
| Break-even: |
38.83 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.62% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.33 |
| Rho: |
0.13 |
Quote data
| Open: |
0.803 |
| High: |
0.803 |
| Low: |
0.803 |
| Previous Close: |
0.775 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.15% |
| 1 Month |
|
|
+71.58% |
| 3 Months |
|
|
+137.57% |
| YTD |
|
|
+106.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.835 |
0.768 |
| 1M High / 1M Low: |
0.835 |
0.416 |
| 6M High / 6M Low: |
0.835 |
0.282 |
| High (YTD): |
2024-06-24 |
0.835 |
| Low (YTD): |
2024-03-20 |
0.282 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.787 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.642 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.74% |
| Volatility 6M: |
|
113.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
