RBI Call/Rosenbauer 23-25
/ AT0000A376G3
RBI Call/Rosenbauer 23-25/ AT0000A376G3 /
9/6/2024 2:30:54 PM |
Chg.-0.154 |
Bid5:21:58 PM |
Ask5:21:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.631EUR |
-19.62% |
- Bid Size: - |
- Ask Size: - |
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: |
5.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.37 |
Historic volatility: |
0.31 |
Parity: |
0.41 |
Time value: |
0.24 |
Break-even: |
39.52 |
Moneyness: |
1.12 |
Premium: |
0.07 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
3.16% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
4.21 |
Rho: |
0.11 |
Quote data
Open: |
0.646 |
High: |
0.646 |
Low: |
0.631 |
Previous Close: |
0.785 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-28.46% |
1 Month |
|
|
+34.54% |
3 Months |
|
|
+2.10% |
YTD |
|
|
+97.19% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.833 |
0.631 |
1M High / 1M Low: |
1.070 |
0.508 |
6M High / 6M Low: |
1.070 |
0.228 |
High (YTD): |
8/23/2024 |
1.070 |
Low (YTD): |
3/21/2024 |
0.228 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.816 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.469 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
349.70% |
Volatility 6M: |
|
171.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |