RBI Call 35 ROS 21.03.2025
/ AT0000A376H1
RBI Call 35 ROS 21.03.2025/ AT0000A376H1 /
8/1/2024 9:16:34 AM |
Chg.-0.010 |
Bid9:45:21 AM |
Ask9:45:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.483EUR |
-2.03% |
0.483 Bid Size: 10,000 |
0.503 Ask Size: 10,000 |
ROSENBAUER INTL |
35.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
RC1A4D |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
9/26/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
0.08 |
Time value: |
0.42 |
Break-even: |
39.95 |
Moneyness: |
1.02 |
Premium: |
0.12 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
4.21% |
Delta: |
0.62 |
Theta: |
-0.01 |
Omega: |
4.47 |
Rho: |
0.11 |
Quote data
Open: |
0.483 |
High: |
0.483 |
Low: |
0.483 |
Previous Close: |
0.493 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.52% |
1 Month |
|
|
-8.00% |
3 Months |
|
|
+80.90% |
YTD |
|
|
+85.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.528 |
0.445 |
1M High / 1M Low: |
0.579 |
0.445 |
6M High / 6M Low: |
0.593 |
0.173 |
High (YTD): |
6/24/2024 |
0.593 |
Low (YTD): |
3/20/2024 |
0.173 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.494 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.528 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.348 |
Avg. volume 6M: |
|
5.315 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.40% |
Volatility 6M: |
|
136.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |