RBI Call 33 ROS 21.03.2025
/ AT0000A376G3
RBI Call 33 ROS 21.03.2025/ AT0000A376G3 /
| 09/07/2024 09:41:59 |
Chg.+0.079 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+13.14% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
33.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.36 |
| Time value: |
0.33 |
| Break-even: |
39.87 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
3.00% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.81 |
| Rho: |
0.13 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.601 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.08% |
| 1 Month |
|
|
+10.21% |
| 3 Months |
|
|
+144.60% |
| YTD |
|
|
+112.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.693 |
0.580 |
| 1M High / 1M Low: |
0.707 |
0.520 |
| 6M High / 6M Low: |
0.707 |
0.223 |
| High (YTD): |
24/06/2024 |
0.707 |
| Low (YTD): |
20/03/2024 |
0.223 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.394 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.40% |
| Volatility 6M: |
|
126.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
