RBI Call/Rosenbauer 23-25
/ AT0000A376H1
RBI Call/Rosenbauer 23-25/ AT0000A376H1 /
| 8/1/2024 10:09:59 AM |
Chg.+0.048 |
Bid5:27:55 PM |
Ask5:27:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.458EUR |
+11.71% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
35.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
RC1A4D |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
0.08 |
| Time value: |
0.42 |
| Break-even: |
39.95 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
4.21% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.11 |
Quote data
| Open: |
0.458 |
| High: |
0.458 |
| Low: |
0.458 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.93% |
| 1 Month |
|
|
-12.93% |
| 3 Months |
|
|
+78.21% |
| YTD |
|
|
+75.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.410 |
| 1M High / 1M Low: |
0.579 |
0.410 |
| 6M High / 6M Low: |
0.593 |
0.177 |
| High (YTD): |
6/24/2024 |
0.593 |
| Low (YTD): |
3/21/2024 |
0.177 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.41% |
| Volatility 6M: |
|
139.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
