RBI Call/Rosenbauer 23-25
/ AT0000A376G3
RBI Call/Rosenbauer 23-25/ AT0000A376G3 /
| 04/11/2024 12:03:26 |
Chg.+0.020 |
Bid17:28:14 |
Ask17:28:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.375EUR |
+5.63% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
33.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
RC1A4C |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
0.21 |
| Time value: |
0.16 |
| Break-even: |
36.72 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
5.68% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
6.57 |
| Rho: |
0.07 |
Quote data
| Open: |
0.375 |
| High: |
0.375 |
| Low: |
0.375 |
| Previous Close: |
0.355 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.93% |
| 3 Months |
|
|
-32.43% |
| YTD |
|
|
+17.19% |
| 1 Year |
|
|
-17.76% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.421 |
0.355 |
| 6M High / 6M Low: |
1.070 |
0.332 |
| High (YTD): |
23/08/2024 |
1.070 |
| Low (YTD): |
21/03/2024 |
0.228 |
| 52W High: |
23/08/2024 |
1.070 |
| 52W Low: |
21/03/2024 |
0.228 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.438 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
89.47% |
| Volatility 6M: |
|
175.98% |
| Volatility 1Y: |
|
144.95% |
| Volatility 3Y: |
|
- |
