Raiffeisen Bank International AG .../  AT0000A3BYA2  /

Raiffeisen EE
06/06/2024  00:00:00 Chg.+0.16 Bid- Ask- Underlying Strike price Expiration date Option type
4.60EUR +3.61% -
Bid Size: -
-
Ask Size: -
ATX 3,500.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DZT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,500.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 3.69
Intrinsic value: 1.48
Implied volatility: 0.18
Historic volatility: 0.11
Parity: 1.48
Time value: 3.16
Break-even: 3,964.00
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 1.53%
Delta: 0.70
Theta: -0.48
Omega: 5.54
Rho: 27.11
 

Quote data

Open: 4.60
High: 4.60
Low: 4.60
Previous Close: 4.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.48%
1 Month  
+23.99%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.61 4.17
1M High / 1M Low: 4.87 3.71
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.39
Avg. volume 1W:   0.00
Avg. price 1M:   4.45
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -