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Raiffeisen Bank International AG .../  AT0000A3BU39  /

Raiffeisen EE
21/06/2024  00:00:00 Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
0.85EUR -7.09% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 38.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DVL
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.54
Implied volatility: 0.23
Historic volatility: 0.19
Parity: 0.54
Time value: 0.32
Break-even: 46.58
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.39%
Delta: 0.79
Theta: -0.01
Omega: 4.01
Rho: 0.32
 

Quote data

Open: 0.85
High: 0.85
Low: 0.85
Previous Close: 0.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month
  -13.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.92 0.83
1M High / 1M Low: 1.02 0.75
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.86
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -