RBI Call/Rosenbauer 23-25
/ AT0000A376F5
RBI Call/Rosenbauer 23-25/ AT0000A376F5 /
8/12/2024 9:15:00 AM |
Chg.+0.053 |
Bid5:06:09 PM |
Ask5:06:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.684EUR |
+8.40% |
- Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL |
31.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
RC1A4B |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
31.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
9/26/2023 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.74 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
0.59 |
Time value: |
0.17 |
Break-even: |
38.63 |
Moneyness: |
1.19 |
Premium: |
0.05 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
2.69% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
3.95 |
Rho: |
0.13 |
Quote data
Open: |
0.684 |
High: |
0.684 |
Low: |
0.684 |
Previous Close: |
0.631 |
Turnover: |
- |
Market phase: |
OP |
All quotes in EUR
Performance
1 Week |
|
|
+8.40% |
1 Month |
|
|
-9.16% |
3 Months |
|
|
+39.59% |
YTD |
|
|
+75.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.684 |
0.631 |
1M High / 1M Low: |
0.810 |
0.588 |
6M High / 6M Low: |
0.836 |
0.288 |
High (YTD): |
6/24/2024 |
0.836 |
Low (YTD): |
3/21/2024 |
0.288 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.657 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.722 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.525 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.14% |
Volatility 6M: |
|
118.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |