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RBI Call 33 ROS 21.03.2025/  AT0000A376G3  /

EUWAX
11/14/2024  9:16:03 AM Chg.+0.009 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.373EUR +2.47% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 33.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.41
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.20
Implied volatility: 0.30
Historic volatility: 0.31
Parity: 0.20
Time value: 0.17
Break-even: 36.72
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.68%
Delta: 0.69
Theta: -0.01
Omega: 6.45
Rho: 0.07
 

Quote data

Open: 0.373
High: 0.373
Low: 0.373
Previous Close: 0.364
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.56%
1 Month
  -11.40%
3 Months
  -45.86%
YTD  
+16.56%
1 Year
  -15.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.373 0.320
1M High / 1M Low: 0.448 0.320
6M High / 6M Low: 1.130 0.320
High (YTD): 8/27/2024 1.130
Low (YTD): 3/20/2024 0.223
52W High: 8/27/2024 1.130
52W Low: 3/20/2024 0.223
Avg. price 1W:   0.359
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.564
Avg. volume 6M:   0.000
Avg. price 1Y:   0.461
Avg. volume 1Y:   0.000
Volatility 1M:   129.05%
Volatility 6M:   138.97%
Volatility 1Y:   119.45%
Volatility 3Y:   -