RBI Call/Rosenbauer 23-24
/ AT0000A33K67
RBI Call/Rosenbauer 23-24/ AT0000A33K67 /
2024-09-06 2:30:54 PM |
Chg.-0.189 |
Bid5:21:58 PM |
Ask5:21:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.324EUR |
-36.84% |
- Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL |
34.00 - |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.50 |
Historic volatility: |
0.31 |
Parity: |
0.31 |
Time value: |
0.04 |
Break-even: |
37.45 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.02 |
Spread %: |
6.15% |
Delta: |
0.84 |
Theta: |
-0.04 |
Omega: |
9.03 |
Rho: |
0.01 |
Quote data
Open: |
0.343 |
High: |
0.343 |
Low: |
0.324 |
Previous Close: |
0.513 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-48.16% |
1 Month |
|
|
+71.43% |
3 Months |
|
|
-8.47% |
YTD |
|
|
+88.37% |
1 Year |
|
|
-14.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.568 |
0.324 |
1M High / 1M Low: |
0.846 |
0.220 |
6M High / 6M Low: |
0.846 |
0.085 |
High (YTD): |
2024-08-23 |
0.846 |
Low (YTD): |
2024-03-21 |
0.085 |
52W High: |
2024-08-23 |
0.846 |
52W Low: |
2024-03-21 |
0.085 |
Avg. price 1W: |
|
0.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.588 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.244 |
Avg. volume 6M: |
|
28.037 |
Avg. price 1Y: |
|
0.245 |
Avg. volume 1Y: |
|
25.862 |
Volatility 1M: |
|
1,019.19% |
Volatility 6M: |
|
432.53% |
Volatility 1Y: |
|
323.68% |
Volatility 3Y: |
|
- |