RBI Call/Rosenbauer 24-25
/ AT0000A3B4Z9
RBI Call/Rosenbauer 24-25/ AT0000A3B4Z9 /
| 11/14/2024 12:07:55 PM |
Chg.+0.029 |
Bid5:26:13 PM |
Ask5:26:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+4.45% |
-
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: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.31 |
| Parity: |
0.60 |
| Time value: |
0.04 |
| Break-even: |
35.40 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.02 |
| Spread %: |
3.23% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
5.21 |
| Rho: |
0.09 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.651 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.45% |
| 1 Month |
|
|
-2.44% |
| 3 Months |
|
|
-17.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.702 |
0.622 |
| 6M High / 6M Low: |
1.420 |
0.513 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.817 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.48% |
| Volatility 6M: |
|
137.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
