RBI Call 32 ROS 19.09.2025
/ AT0000A3BVP6
RBI Call 32 ROS 19.09.2025/ AT0000A3BVP6 /
| 06/09/2024 09:15:46 |
Chg.-0.087 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.875EUR |
-9.04% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
32.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
RC1DW6 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
08/04/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
0.51 |
| Time value: |
0.35 |
| Break-even: |
40.56 |
| Moneyness: |
1.16 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.39% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
3.28 |
| Rho: |
0.20 |
Quote data
| Open: |
0.875 |
| High: |
0.875 |
| Low: |
0.875 |
| Previous Close: |
0.962 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.91% |
| 1 Month |
|
|
+22.38% |
| 3 Months |
|
|
+7.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.875 |
| 1M High / 1M Low: |
1.320 |
0.714 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.973 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
