RBI Call/Rosenbauer 23-25
/ AT0000A376G3
RBI Call/Rosenbauer 23-25/ AT0000A376G3 /
| 7/8/2024 11:28:40 AM |
Chg.+0.086 |
Bid5:25:22 PM |
Ask5:25:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.657EUR |
+15.06% |
-
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: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.29 |
| Parity: |
0.23 |
| Time value: |
0.38 |
| Break-even: |
39.07 |
| Moneyness: |
1.07 |
| Premium: |
0.11 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
3.41% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
3.91 |
| Rho: |
0.12 |
Quote data
| Open: |
0.601 |
| High: |
0.657 |
| Low: |
0.601 |
| Previous Close: |
0.571 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.46% |
| 1 Month |
|
|
+6.31% |
| 3 Months |
|
|
+141.54% |
| YTD |
|
|
+105.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.693 |
0.571 |
| 1M High / 1M Low: |
0.708 |
0.521 |
| 6M High / 6M Low: |
0.708 |
0.228 |
| High (YTD): |
6/24/2024 |
0.708 |
| Low (YTD): |
3/21/2024 |
0.228 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.394 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.55% |
| Volatility 6M: |
|
125.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
