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RBI Call/Rosenbauer 23-24/  AT0000A33K67  /

Wien OS
2024-06-06  9:15:02 AM Chg.+0.062 Bid12:55:59 PM Ask12:55:59 PM Underlying Strike price Expiration date Option type
0.268EUR +30.10% 0.328
Bid Size: 10,000		 0.348
Ask Size: 10,000		 ROSENBAUER INTL 34.00 - 2024-09-20 Call
 

Master data

WKN: RC0836
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 34.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.55
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.27
Parity: -0.10
Time value: 0.26
Break-even: 36.63
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 8.23%
Delta: 0.51
Theta: -0.02
Omega: 6.39
Rho: 0.04
 

Quote data

Open: 0.268
High: 0.268
Low: 0.268
Previous Close: 0.206
Turnover: -
Market phase: X RC P
 
  All quotes in EUR

Performance

1 Week  
+91.43%
1 Month  
+121.49%
3 Months  
+112.70%
YTD  
+55.81%
1 Year
  -46.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.206 0.121
1M High / 1M Low: 0.206 0.121
6M High / 6M Low: 0.301 0.085
High (YTD): 2024-02-16 0.301
Low (YTD): 2024-03-21 0.085
52W High: 2023-06-06 0.503
52W Low: 2024-03-21 0.085
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.157
Avg. volume 1M:   0.000
Avg. price 6M:   0.169
Avg. volume 6M:   48
Avg. price 1Y:   0.254
Avg. volume 1Y:   23.622
Volatility 1M:   218.57%
Volatility 6M:   177.09%
Volatility 1Y:   142.92%
Volatility 3Y:   -