RBI Call/Rosenbauer 24-25
/ AT0000A3BVP6
RBI Call/Rosenbauer 24-25/ AT0000A3BVP6 /
| 2024-07-26 11:58:52 AM |
Chg.-0.135 |
Bid5:26:29 PM |
Ask5:26:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.711EUR |
-15.96% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
32.00 EUR |
2025-09-19 |
Call |
Master data
| WKN: |
RC1DW6 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
0.40 |
| Time value: |
0.42 |
| Break-even: |
40.20 |
| Moneyness: |
1.13 |
| Premium: |
0.12 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.19 |
| Rho: |
0.20 |
Quote data
| Open: |
0.711 |
| High: |
0.711 |
| Low: |
0.711 |
| Previous Close: |
0.846 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.96% |
| 1 Month |
|
|
-19.11% |
| 3 Months |
|
|
+47.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.846 |
0.711 |
| 1M High / 1M Low: |
0.897 |
0.711 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.779 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
