RBI Call 28 ROS 19.09.2025
/ AT0000A3BVM3
RBI Call 28 ROS 19.09.2025/ AT0000A3BVM3 /
2024-05-23 9:15:42 AM |
Chg.+0.007 |
Bid4:14:12 PM |
Ask4:14:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.768EUR |
+0.92% |
0.783 Bid Size: 10,000 |
0.803 Ask Size: 10,000 |
ROSENBAUER INTL |
28.00 EUR |
2025-09-19 |
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: |
2025-09-19 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.42 |
Historic volatility: |
0.27 |
Parity: |
0.31 |
Time value: |
0.49 |
Break-even: |
35.99 |
Moneyness: |
1.11 |
Premium: |
0.16 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.02 |
Spread %: |
2.57% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
2.78 |
Rho: |
0.19 |
Quote data
Open: |
0.768 |
High: |
0.768 |
Low: |
0.768 |
Previous Close: |
0.761 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.54% |
1 Month |
|
|
+17.07% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.806 |
0.761 |
1M High / 1M Low: |
0.806 |
0.646 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.781 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.708 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |