RBI Call/Rosenbauer 23-25
/ AT0000A376J7
RBI Call/Rosenbauer 23-25/ AT0000A376J7 /
| 2024-08-28 12:04:16 PM |
Chg.-0.058 |
Bid5:29:43 PM |
Ask5:29:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.716EUR |
-7.49% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
37.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4E |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.52 |
| Time value: |
0.30 |
| Break-even: |
45.17 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.51% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.85 |
| Rho: |
0.13 |
Quote data
| Open: |
0.716 |
| High: |
0.716 |
| Low: |
0.716 |
| Previous Close: |
0.774 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.77% |
| 1 Month |
|
|
+119.63% |
| 3 Months |
|
|
+218.22% |
| YTD |
|
|
+239.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.774 |
0.716 |
| 1M High / 1M Low: |
0.774 |
0.284 |
| 6M High / 6M Low: |
0.774 |
0.137 |
| High (YTD): |
2024-08-23 |
0.774 |
| Low (YTD): |
2024-03-21 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.753 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.296 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.00% |
| Volatility 6M: |
|
213.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
