RBI Call/Rosenbauer 23-25
/ AT0000A376F5
RBI Call/Rosenbauer 23-25/ AT0000A376F5 /
| 2024-05-23 9:15:01 AM |
Chg.+0.006 |
Bid4:58:14 PM |
Ask4:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.484EUR |
+1.26% |
0.503
Bid Size: 10,000 |
0.523
Ask Size: 10,000 |
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: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
0.01 |
| Time value: |
0.50 |
| Break-even: |
36.14 |
| Moneyness: |
1.00 |
| Premium: |
0.16 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
4.05% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
3.69 |
| Rho: |
0.11 |
Quote data
| Open: |
0.484 |
| High: |
0.484 |
| Low: |
0.484 |
| Previous Close: |
0.478 |
| Turnover: |
- |
| Market phase: |
X RC P |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.16% |
| 1 Month |
|
|
+21.00% |
| 3 Months |
|
|
+3.64% |
| YTD |
|
|
+24.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.478 |
| 1M High / 1M Low: |
0.510 |
0.389 |
| 6M High / 6M Low: |
0.591 |
0.288 |
| High (YTD): |
2024-02-16 |
0.591 |
| Low (YTD): |
2024-03-21 |
0.288 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.495 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.77% |
| Volatility 6M: |
|
97.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
