RBI Call/Rosenbauer 24-25
/ AT0000A3B4Z9
RBI Call/Rosenbauer 24-25/ AT0000A3B4Z9 /
10/7/2024 9:15:00 AM |
Chg.+0.031 |
Bid5:06:15 PM |
Ask5:06:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.748EUR |
+4.32% |
- Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL |
29.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
RC1DA0 |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
ROSENBAUER INTL |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
29.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
3/11/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.38 |
Historic volatility: |
0.31 |
Parity: |
0.57 |
Time value: |
0.14 |
Break-even: |
36.13 |
Moneyness: |
1.20 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
2.89% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
3.96 |
Rho: |
0.09 |
Quote data
Open: |
0.748 |
High: |
0.748 |
Low: |
0.748 |
Previous Close: |
0.717 |
Turnover: |
- |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+9.04% |
1 Month |
|
|
-11.58% |
3 Months |
|
|
-21.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.748 |
0.686 |
1M High / 1M Low: |
1.000 |
0.686 |
6M High / 6M Low: |
1.420 |
0.425 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.717 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.835 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.759 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.41% |
Volatility 6M: |
|
138.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |