RBI Call/Rosenbauer 23-24
/ AT0000A33K67
RBI Call/Rosenbauer 23-24/ AT0000A33K67 /
09/07/2024 09:15:02 |
Chg.+0.022 |
Bid16:56:17 |
Ask16:56:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.393EUR |
+5.93% |
0.373 Bid Size: 10,000 |
0.393 Ask Size: 10,000 |
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: |
9.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.37 |
Historic volatility: |
0.29 |
Parity: |
0.26 |
Time value: |
0.14 |
Break-even: |
38.01 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
5.25% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
6.54 |
Rho: |
0.04 |
Quote data
Open: |
0.393 |
High: |
0.393 |
Low: |
0.393 |
Previous Close: |
0.371 |
Turnover: |
- |
Market phase: |
X RC P |
All quotes in EUR
Performance
1 Week |
|
|
+7.08% |
1 Month |
|
|
+11.02% |
3 Months |
|
|
+254.05% |
YTD |
|
|
+128.49% |
1 Year |
|
|
+9.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.411 |
0.291 |
1M High / 1M Low: |
0.432 |
0.259 |
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: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.356 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.199 |
Avg. volume 6M: |
|
47.244 |
Avg. price 1Y: |
|
0.247 |
Avg. volume 1Y: |
|
23.715 |
Volatility 1M: |
|
234.77% |
Volatility 6M: |
|
205.00% |
Volatility 1Y: |
|
160.16% |
Volatility 3Y: |
|
- |