RBI Call/Rosenbauer 24-25/  AT0000A3BVM3  /

Wien OS
26/07/2024  11:58:52 Chg.-0.154 Bid10:11:45 Ask10:11:45 Underlying Strike price Expiration date Option type
0.946EUR -14.00% 1.010
Bid Size: 10,000
1.030
Ask Size: 10,000
ROSENBAUER INTL 28.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DW4
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.38
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.78
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 0.78
Time value: 0.28
Break-even: 38.60
Moneyness: 1.28
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 1.92%
Delta: 0.82
Theta: -0.01
Omega: 2.77
Rho: 0.21
 

Quote data

Open: 0.946
High: 0.946
Low: 0.946
Previous Close: 1.100
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week
  -14.00%
1 Month
  -13.21%
3 Months  
+42.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.946 0.946
1M High / 1M Low: 1.150 0.946
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   1.098
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -