RBI Call 31 ROS 21.03.2025
/ AT0000A376F5
RBI Call 31 ROS 21.03.2025/ AT0000A376F5 /
| 08/07/2024 09:41:25 |
Chg.+0.023 |
Bid20:00:02 |
Ask20:00:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.721EUR |
+3.30% |
-
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: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.43 |
| Time value: |
0.30 |
| Break-even: |
38.26 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.83% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
3.59 |
| Rho: |
0.13 |
Quote data
| Open: |
0.722 |
| High: |
0.722 |
| Low: |
0.721 |
| Previous Close: |
0.698 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.63% |
| 1 Month |
|
|
-1.90% |
| 3 Months |
|
|
+111.44% |
| YTD |
|
|
+85.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.821 |
0.698 |
| 1M High / 1M Low: |
0.835 |
0.630 |
| 6M High / 6M Low: |
0.835 |
0.282 |
| High (YTD): |
24/06/2024 |
0.835 |
| Low (YTD): |
20/03/2024 |
0.282 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.744 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.478 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.54% |
| Volatility 6M: |
|
115.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
