OverviewChartNewsTraderScreen

RBI Call/Rosenbauer 23-24/  AT0000A33K75  /

Wien OS
09/07/2024  09:15:02 Chg.+0.016 Bid16:01:20 Ask16:01:20 Underlying Strike price Expiration date Option type
0.225EUR +7.66% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 - 20/09/2024 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: 20/09/2024
Issue date: 30/03/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.51
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -0.04
Time value: 0.24
Break-even: 39.36
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 9.26%
Delta: 0.52
Theta: -0.02
Omega: 8.13
Rho: 0.03
 

Quote data

Open: 0.225
High: 0.225
Low: 0.225
Previous Close: 0.209
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+6.13%
3 Months  
+301.79%
YTD  
+108.33%
1 Year
  -16.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.241 0.155
1M High / 1M Low: 0.262 0.139
6M High / 6M Low: 0.262 0.041
High (YTD): 24/06/2024 0.262
Low (YTD): 22/03/2024 0.041
52W High: 17/08/2023 0.322
52W Low: 22/03/2024 0.041
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.162
Avg. volume 1Y:   0.000
Volatility 1M:   308.31%
Volatility 6M:   264.68%
Volatility 1Y:   202.33%
Volatility 3Y:   -