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: |
|
- |