RBI Call/Rosenbauer 23-25/  AT0000A376G3  /

Wien OS
07/10/2024  09:15:00 Chg.+0.023 Bid17:22:56 Ask17:22:56 Underlying Strike price Expiration date Option type
0.468EUR +5.17% -
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: 7.93
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.19
Implied volatility: 0.34
Historic volatility: 0.31
Parity: 0.19
Time value: 0.25
Break-even: 37.40
Moneyness: 1.06
Premium: 0.07
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 4.76%
Delta: 0.66
Theta: -0.01
Omega: 5.26
Rho: 0.08
 

Quote data

Open: 0.468
High: 0.468
Low: 0.468
Previous Close: 0.445
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.16%
1 Month
  -27.89%
3 Months
  -28.88%
YTD  
+46.25%
1 Year  
+25.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.468 0.445
1M High / 1M Low: 0.689 0.421
6M High / 6M Low: 1.070 0.275
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:   0.456
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   0.438
Avg. volume 1Y:   0.000
Volatility 1M:   88.03%
Volatility 6M:   176.34%
Volatility 1Y:   142.94%
Volatility 3Y:   -