RBI Call 33 ROS 21.03.2025
/ AT0000A376G3
RBI Call 33 ROS 21.03.2025/ AT0000A376G3 /
| 2024-07-31 9:40:09 AM |
Chg.+0.005 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.603EUR |
+0.84% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
33.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4C |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.29 |
| Parity: |
0.30 |
| Time value: |
0.27 |
| Break-even: |
38.68 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.65% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
4.51 |
| Rho: |
0.13 |
Quote data
| Open: |
0.602 |
| High: |
0.603 |
| Low: |
0.602 |
| Previous Close: |
0.598 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.49% |
| 1 Month |
|
|
-10.93% |
| 3 Months |
|
|
+79.46% |
| YTD |
|
|
+88.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.549 |
| 1M High / 1M Low: |
0.693 |
0.549 |
| 6M High / 6M Low: |
0.707 |
0.223 |
| High (YTD): |
2024-06-24 |
0.707 |
| Low (YTD): |
2024-03-20 |
0.223 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.426 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.67% |
| Volatility 6M: |
|
125.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
