RBI Call/Rosenbauer 23-25
/ AT0000A376G3
RBI Call/Rosenbauer 23-25/ AT0000A376G3 /
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: |
|
- |