RBI Call/Rosenbauer 23-25
/ AT0000A376J7
RBI Call/Rosenbauer 23-25/ AT0000A376J7 /
| 2024-07-08 11:28:40 AM |
Chg.+0.068 |
Bid12:40:30 PM |
Ask12:40:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.447EUR |
+17.94% |
0.455
Bid Size: 10,000 |
0.475
Ask Size: 10,000 |
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: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
-0.17 |
| Time value: |
0.41 |
| Break-even: |
41.12 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
5.10% |
| Delta: |
0.54 |
| Theta: |
-0.01 |
| Omega: |
4.59 |
| Rho: |
0.10 |
Quote data
| Open: |
0.402 |
| High: |
0.447 |
| Low: |
0.402 |
| Previous Close: |
0.379 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.71% |
| 1 Month |
|
|
+5.67% |
| 3 Months |
|
|
+169.28% |
| YTD |
|
|
+111.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.478 |
0.379 |
| 1M High / 1M Low: |
0.492 |
0.343 |
| 6M High / 6M Low: |
0.492 |
0.137 |
| High (YTD): |
2024-06-24 |
0.492 |
| Low (YTD): |
2024-03-21 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.08% |
| Volatility 6M: |
|
147.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
