RBI Call 31 ROS 21.03.2025
/ AT0000A376F5
RBI Call 31 ROS 21.03.2025/ AT0000A376F5 /
| 10/9/2024 9:16:03 AM |
Chg.- |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
- |
-
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: |
5.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
0.39 |
| Time value: |
0.22 |
| Break-even: |
37.11 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.38% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.20 |
| Rho: |
0.09 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.579 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.59% |
| 1 Month |
|
|
-32.75% |
| 3 Months |
|
|
-31.12% |
| YTD |
|
|
+38.82% |
| 1 Year |
|
|
+22.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.842 |
0.540 |
| 6M High / 6M Low: |
1.300 |
0.345 |
| 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: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.679 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.677 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.562 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
125.55% |
| Volatility 6M: |
|
124.94% |
| Volatility 1Y: |
|
104.65% |
| Volatility 3Y: |
|
- |
