RBI Call 34 ROS 20.09.2024
/ AT0000A33K67
RBI Call 34 ROS 20.09.2024/ AT0000A33K67 /
8/1/2024 9:16:01 AM |
Chg.-0.012 |
Bid8/1/2024 |
Ask8/1/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.289EUR |
-3.99% |
0.289 Bid Size: 10,000 |
0.309 Ask Size: 10,000 |
ROSENBAUER INTL |
34.00 - |
9/20/2024 |
Call |
Master data
WKN: |
RC0836 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/30/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
0.20 |
Time value: |
0.11 |
Break-even: |
37.13 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.02 |
Spread %: |
6.83% |
Delta: |
0.70 |
Theta: |
-0.02 |
Omega: |
8.09 |
Rho: |
0.03 |
Quote data
Open: |
0.289 |
High: |
0.289 |
Low: |
0.289 |
Previous Close: |
0.301 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.99% |
1 Month |
|
|
-18.59% |
3 Months |
|
|
+104.96% |
YTD |
|
|
+68.02% |
1 Year |
|
|
-9.69% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.344 |
0.250 |
1M High / 1M Low: |
0.410 |
0.250 |
6M High / 6M Low: |
0.432 |
0.083 |
High (YTD): |
6/24/2024 |
0.432 |
Low (YTD): |
3/22/2024 |
0.083 |
52W High: |
6/24/2024 |
0.432 |
52W Low: |
3/22/2024 |
0.083 |
Avg. price 1W: |
|
0.304 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.350 |
Avg. volume 1M: |
|
8.696 |
Avg. price 6M: |
|
0.214 |
Avg. volume 6M: |
|
3.150 |
Avg. price 1Y: |
|
0.247 |
Avg. volume 1Y: |
|
1.569 |
Volatility 1M: |
|
177.37% |
Volatility 6M: |
|
219.18% |
Volatility 1Y: |
|
171.70% |
Volatility 3Y: |
|
- |