RBI Call 31 ROS 21.03.2025
/ AT0000A376F5
RBI Call 31 ROS 21.03.2025/ AT0000A376F5 /
| 8/1/2024 9:16:34 AM |
Chg.-0.013 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.715EUR |
-1.79% |
0.715
Bid Size: 10,000 |
0.735
Ask Size: 10,000 |
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: |
5.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
0.50 |
| Time value: |
0.19 |
| Break-even: |
37.86 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
3.00% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.14 |
Quote data
| Open: |
0.715 |
| High: |
0.715 |
| Low: |
0.715 |
| Previous Close: |
0.728 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.78% |
| 1 Month |
|
|
-5.42% |
| 3 Months |
|
|
+71.46% |
| YTD |
|
|
+83.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.767 |
0.667 |
| 1M High / 1M Low: |
0.821 |
0.667 |
| 6M High / 6M Low: |
0.835 |
0.282 |
| High (YTD): |
6/24/2024 |
0.835 |
| Low (YTD): |
3/20/2024 |
0.282 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.727 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.764 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.520 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.16% |
| Volatility 6M: |
|
114.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
