OverviewChartNewsTraderScreen

RBI Call/Rosenbauer 23-24/  AT0000A33K67  /

Wien OS
26/07/2024  11:58:52 Chg.-0.125 Bid17:26:29 Ask17:26:29 Underlying Strike price Expiration date Option type
0.217EUR -36.55% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 34.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.20
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.20
Time value: 0.11
Break-even: 37.13
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 6.83%
Delta: 0.70
Theta: -0.02
Omega: 8.09
Rho: 0.03
 

Quote data

Open: 0.217
High: 0.217
Low: 0.217
Previous Close: 0.342
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -36.55%
1 Month
  -45.48%
3 Months  
+63.16%
YTD  
+26.16%
1 Year
  -33.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.342 0.217
1M High / 1M Low: 0.411 0.217
6M High / 6M Low: 0.432 0.085
High (YTD): 24/06/2024 0.432
Low (YTD): 21/03/2024 0.085
52W High: 24/06/2024 0.432
52W Low: 21/03/2024 0.085
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.354
Avg. volume 1M:   0.000
Avg. price 6M:   0.211
Avg. volume 6M:   24.390
Avg. price 1Y:   0.247
Avg. volume 1Y:   24
Volatility 1M:   209.97%
Volatility 6M:   208.99%
Volatility 1Y:   165.47%
Volatility 3Y:   -