RBI Call 36 ROS 19.09.2025
/ AT0000A3D6J6
RBI Call 36 ROS 19.09.2025/ AT0000A3D6J6 /
| 2024-07-09 9:41:32 AM |
Chg.+0.070 |
Bid12:25:43 PM |
Ask12:25:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.671EUR |
+11.65% |
0.643
Bid Size: 10,000 |
0.663
Ask Size: 10,000 |
ROSENBAUER INTL |
36.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1ENG |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
0.06 |
| Time value: |
0.83 |
| Break-even: |
44.90 |
| Moneyness: |
1.02 |
| Premium: |
0.23 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.23 |
| Spread %: |
35.05% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
2.67 |
| Rho: |
0.18 |
Quote data
| Open: |
0.671 |
| High: |
0.671 |
| Low: |
0.671 |
| Previous Close: |
0.601 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.50% |
| 1 Month |
|
|
+9.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.682 |
0.582 |
| 1M High / 1M Low: |
0.695 |
0.527 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.633 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
