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RBI Call/Rosenbauer 23-24/  AT0000A33K75  /

Wien OS
9/6/2024  2:30:54 PM Chg.-0.141 Bid9:33:11 AM Ask9:33:11 AM Underlying Strike price Expiration date Option type
0.102EUR -58.02% 0.077
Bid Size: 10,000		 0.097
Ask Size: 10,000		 ROSENBAUER INTL 37.00 - 9/20/2024 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: 9/20/2024
Issue date: 3/30/2023
Last trading day: 9/19/2024
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: X RC P
 
  All quotes in EUR

Performance

1 Week
  -65.19%
1 Month  
+22.89%
3 Months
  -51.89%
YTD
  -5.56%
1 Year
  -64.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.293 0.102
1M High / 1M Low: 0.557 0.102
6M High / 6M Low: 0.557 0.041
High (YTD): 8/23/2024 0.557
Low (YTD): 3/22/2024 0.041
52W High: 8/23/2024 0.557
52W Low: 3/22/2024 0.041
Avg. price 1W:   0.213
Avg. volume 1W:   0.000
Avg. price 1M:   0.368
Avg. volume 1M:   0.000
Avg. price 6M:   0.134
Avg. volume 6M:   0.000
Avg. price 1Y:   0.150
Avg. volume 1Y:   0.000
Volatility 1M:   235.40%
Volatility 6M:   824.65%
Volatility 1Y:   595.21%
Volatility 3Y:   -