RBI Call 31 ROS 21.03.2025
/ AT0000A376F5
RBI Call 31 ROS 21.03.2025/ AT0000A376F5 /
| 2024-05-24 9:16:08 AM |
Chg.+0.015 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.499EUR |
+3.10% |
-
Bid Size: - |
-
Ask Size: - |
ROSENBAUER INTL |
31.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
RC1A4B |
| Issuer: |
Raiffeisen Bank International AG |
| Currency: |
EUR |
| Underlying: |
ROSENBAUER INTL |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
31.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.03 |
| Time value: |
0.47 |
| Break-even: |
35.70 |
| Moneyness: |
0.99 |
| Premium: |
0.16 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
3.89 |
| Rho: |
0.11 |
Quote data
| Open: |
0.499 |
| High: |
0.499 |
| Low: |
0.499 |
| Previous Close: |
0.484 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
+21.12% |
| 3 Months |
|
|
+9.43% |
| YTD |
|
|
+28.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.499 |
0.478 |
| 1M High / 1M Low: |
0.519 |
0.389 |
| 6M High / 6M Low: |
0.586 |
0.282 |
| High (YTD): |
2024-02-19 |
0.586 |
| Low (YTD): |
2024-03-20 |
0.282 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.489 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.424 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.68% |
| Volatility 6M: |
|
89.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
