Raiffeisen Bank International AG .../  AT0000A3BU62  /

Raiffeisen EE
21/06/2024  00:00:00 Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.36EUR -9.80% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 48.00 EUR 19/09/2025 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: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.86
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -0.46
Time value: 0.37
Break-even: 51.66
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.78%
Delta: 0.47
Theta: -0.01
Omega: 5.59
Rho: 0.21
 

Quote data

Open: 0.36
High: 0.36
Low: 0.36
Previous Close: 0.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month
  -20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.40 0.35
1M High / 1M Low: 0.47 0.30
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.37
Avg. volume 1W:   0.00
Avg. price 1M:   0.41
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -