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RBI Call/Rosenbauer 23-24/  AT0000A33K83  /

Wien OS
2024-09-06  2:30:54 PM Chg.-0.059 Bid3:41:46 PM Ask3:41:46 PM Underlying Strike price Expiration date Option type
0.008EUR -88.06% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 40.00 - 2024-09-20 Call
 

Master data

WKN: RC0838
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 132.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.31
Parity: -0.29
Time value: 0.03
Break-even: 40.28
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 9.06
Spread abs.: 0.02
Spread %: 250.00%
Delta: 0.18
Theta: -0.03
Omega: 24.25
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.012
Low: 0.008
Previous Close: 0.067
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -94.29%
1 Month
  -60.00%
3 Months
  -93.04%
YTD
  -87.50%
1 Year
  -96.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.098 0.008
1M High / 1M Low: 0.305 0.008
6M High / 6M Low: 0.305 0.008
High (YTD): 2024-08-23 0.305
Low (YTD): 2024-09-06 0.008
52W High: 2024-08-23 0.305
52W Low: 2024-09-06 0.008
Avg. price 1W:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   0.000
Avg. price 6M:   0.064
Avg. volume 6M:   0.000
Avg. price 1Y:   0.088
Avg. volume 1Y:   0.000
Volatility 1M:   4,940.65%
Volatility 6M:   1,966.94%
Volatility 1Y:   1,398.95%
Volatility 3Y:   -