Raiffeisen Bank International AG .../  AT0000A3BU62  /

Raiffeisen EE
2024-05-24  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.45EUR +0.22% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 48.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DVP
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.20
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.17
Parity: -0.09
Time value: 0.46
Break-even: 52.62
Moneyness: 0.98
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 4.52%
Delta: 0.60
Theta: -0.01
Omega: 6.14
Rho: 0.31
 

Quote data

Open: 0.45
High: 0.45
Low: 0.45
Previous Close: 0.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.26%
1 Month  
+28.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.48 0.45
1M High / 1M Low: 0.48 0.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.46
Avg. volume 1W:   0.00
Avg. price 1M:   0.40
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -