Raiffeisen Bank International AG .../  AT0000A3BYC8  /

Raiffeisen EE
5/14/2024  12:00:00 AM Chg.+0.17 Bid- Ask- Underlying Strike price Expiration date Option type
3.31EUR +5.42% -
Bid Size: -
-
Ask Size: -
ATX 3,700.00 EUR 9/19/2025 Call
 

Master data

WKN: RC1DZV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,700.00 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 11.21
Leverage: Yes

Calculated values

Fair value: 3.10
Intrinsic value: 0.22
Implied volatility: 0.13
Historic volatility: 0.11
Parity: 0.22
Time value: 3.10
Break-even: 4,032.00
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 2.15%
Delta: 0.68
Theta: -0.43
Omega: 7.62
Rho: 29.61
 

Quote data

Open: 3.31
High: 3.31
Low: 3.31
Previous Close: 3.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.73%
1 Month  
+47.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.31 2.86
1M High / 1M Low: 3.31 2.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -