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RBI Call 37 ROS 21.03.2025/  AT0000A376J7  /

EUWAX
10/11/2024  2:07:47 PM Chg.-0.024 Bid10:00:29 PM Ask10:00:29 PM Underlying Strike price Expiration date Option type
0.204EUR -10.53% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A4E
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 EUR
Maturity: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.06
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.31
Parity: -0.20
Time value: 0.22
Break-even: 39.18
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 10.10%
Delta: 0.46
Theta: -0.01
Omega: 7.35
Rho: 0.06
 

Quote data

Open: 0.204
High: 0.204
Low: 0.204
Previous Close: 0.228
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -54.26%
3 Months
  -52.67%
YTD
  -3.32%
1 Year
  -15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.266 0.204
1M High / 1M Low: 0.446 0.204
6M High / 6M Low: 0.821 0.192
High (YTD): 8/27/2024 0.821
Low (YTD): 3/20/2024 0.133
52W High: 8/27/2024 0.821
52W Low: 3/20/2024 0.133
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   0.367
Avg. volume 6M:   38.760
Avg. price 1Y:   0.308
Avg. volume 1Y:   19.685
Volatility 1M:   114.86%
Volatility 6M:   182.09%
Volatility 1Y:   150.56%
Volatility 3Y:   -