RBI Put/Rosenbauer 24-25/ AT0000A3D893 /
2024-07-26 11:58:52 AM | Chg.+0.043 | Bid5:26:29 PM | Ask5:26:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.188EUR | +29.66% | - Bid Size: - |
- Ask Size: - |
ROSENBAUER INTL | 30.00 EUR | 2025-03-21 | Put |
Master data
WKN: | RC1EP7 |
---|---|
Issuer: | Raiffeisen Bank International AG |
Currency: | EUR |
Underlying: | ROSENBAUER INTL |
Type: | Warrant |
Option type: | Put |
Strike price: | 30.00 EUR |
Maturity: | 2025-03-21 |
Issue date: | 2024-05-29 |
Last trading day: | 2025-03-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -18.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.29 |
Parity: | -0.60 |
Time value: | 0.19 |
Break-even: | 28.07 |
Moneyness: | 0.83 |
Premium: | 0.22 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.02 |
Spread %: | 11.56% |
Delta: | -0.22 |
Theta: | -0.01 |
Omega: | -4.15 |
Rho: | -0.06 |
Quote data
Open: | 0.188 |
---|---|
High: | 0.188 |
Low: | 0.188 |
Previous Close: | 0.145 |
Turnover: | - |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +29.66% | ||
---|---|---|---|
1 Month | +19.75% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.188 | 0.145 |
---|---|---|
1M High / 1M Low: | 0.188 | 0.138 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.166 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.155 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 160.20% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |