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RBI Call/Rosenbauer 23-24/  AT0000A33K67  /

Wien OS
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:   -