RBI Call 33 ROS 21.03.2025
/ AT0000A376G3
RBI Call 33 ROS 21.03.2025/ AT0000A376G3 /
| 9/9/2024 9:16:07 AM |
Chg.-0.062 |
Bid5:29:59 PM |
Ask5:29:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.607EUR |
-9.27% |
-
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: |
5.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
0.41 |
| Time value: |
0.24 |
| Break-even: |
39.52 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.16% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
4.21 |
| Rho: |
0.11 |
Quote data
| Open: |
0.607 |
| High: |
0.607 |
| Low: |
0.607 |
| Previous Close: |
0.669 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.82% |
| 1 Month |
|
|
+16.28% |
| 3 Months |
|
|
-1.62% |
| YTD |
|
|
+89.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.841 |
0.669 |
| 1M High / 1M Low: |
1.130 |
0.522 |
| 6M High / 6M Low: |
1.130 |
0.223 |
| High (YTD): |
8/27/2024 |
1.130 |
| Low (YTD): |
3/20/2024 |
0.223 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.826 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.52% |
| Volatility 6M: |
|
129.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
