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RBI Call/Rosenbauer 23-25/  AT0000A376H1  /

Wien OS
11/10/2024  14:30:32 Chg.-0.073 Bid17:26:16 Ask17:26:16 Underlying Strike price Expiration date Option type
0.284EUR -20.45% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 35.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.22
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.31
Parity: -0.08
Time value: 0.37
Break-even: 38.71
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 5.70%
Delta: 0.54
Theta: -0.01
Omega: 5.01
Rho: 0.07
 

Quote data

Open: 0.284
High: 0.284
Low: 0.284
Previous Close: 0.357
Turnover: -
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -15.73%
1 Month
  -44.64%
3 Months
  -46.11%
YTD  
+8.81%
1 Year
  -6.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.357 0.284
1M High / 1M Low: 0.557 0.284
6M High / 6M Low: 0.918 0.246
High (YTD): 23/08/2024 0.918
Low (YTD): 21/03/2024 0.177
52W High: 23/08/2024 0.918
52W Low: 21/03/2024 0.177
Avg. price 1W:   0.321
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   0.430
Avg. volume 6M:   0.000
Avg. price 1Y:   0.359
Avg. volume 1Y:   0.000
Volatility 1M:   110.67%
Volatility 6M:   194.61%
Volatility 1Y:   159.84%
Volatility 3Y:   -