RBI Call/Rosenbauer 24-25
/ AT0000A3BVQ4
RBI Call/Rosenbauer 24-25/ AT0000A3BVQ4 /
| 11/14/2024 12:07:55 PM |
Chg.+0.019 |
Bid5:26:13 PM |
Ask5:26:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.502EUR |
+3.93% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
34.00 EUR |
9/19/2025 |
Call |
Master data
| WKN: |
RC1DW7 |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
0.10 |
| Time value: |
0.38 |
| Break-even: |
38.79 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
4.36% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
4.62 |
| Rho: |
0.15 |
Quote data
| Open: |
0.502 |
| High: |
0.502 |
| Low: |
0.502 |
| Previous Close: |
0.483 |
| Turnover: |
- |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.93% |
| 1 Month |
|
|
-3.83% |
| 3 Months |
|
|
-21.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.522 |
0.463 |
| 6M High / 6M Low: |
1.130 |
0.423 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.495 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.651 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.39% |
| Volatility 6M: |
|
143.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
