RBI Call/Rosenbauer 23-24
/ AT0000A33K75
RBI Call/Rosenbauer 23-24/ AT0000A33K75 /
2024-09-06 2:30:54 PM |
Chg.-0.141 |
Bid5:21:58 PM |
Ask5:21:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.102EUR |
-58.02% |
- Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL |
37.00 - |
2024-09-20 |
Call |
Master data
WKN: |
RC0837 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
37.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-03-30 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.41 |
Historic volatility: |
0.31 |
Parity: |
0.01 |
Time value: |
0.11 |
Break-even: |
38.22 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
1.30 |
Spread abs.: |
0.02 |
Spread %: |
19.61% |
Delta: |
0.54 |
Theta: |
-0.05 |
Omega: |
16.29 |
Rho: |
0.01 |
Quote data
Open: |
0.114 |
High: |
0.114 |
Low: |
0.102 |
Previous Close: |
0.243 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-70.69% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
-51.89% |
YTD |
|
|
-5.56% |
1 Year |
|
|
-63.44% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.293 |
0.102 |
1M High / 1M Low: |
0.557 |
0.083 |
6M High / 6M Low: |
0.557 |
0.041 |
High (YTD): |
2024-08-23 |
0.557 |
Low (YTD): |
2024-03-22 |
0.041 |
52W High: |
2024-08-23 |
0.557 |
52W Low: |
2024-03-22 |
0.041 |
Avg. price 1W: |
|
0.213 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.133 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.151 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,019.28% |
Volatility 6M: |
|
818.94% |
Volatility 1Y: |
|
592.91% |
Volatility 3Y: |
|
- |