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RBI Call/Rosenbauer 23-25/  AT0000A376G3  /

Wien OS
11/4/2024  12:03:26 PM Chg.+0.020 Bid9:15:00 AM Ask9:15:00 AM Underlying Strike price Expiration date Option type
0.375EUR +5.63% 0.373
Bid Size: 10,000		 0.393
Ask Size: 10,000		 ROSENBAUER INTL 33.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
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: X RC P
 
  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): 8/23/2024 1.070
Low (YTD): 3/21/2024 0.228
52W High: 8/23/2024 1.070
52W Low: 3/21/2024 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:   -