Raiffeisen Bank International AG .../  AT0000A3BUQ6  /

Raiffeisen EE
2024-09-25  12:00:00 AM Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.036EUR +5.88% -
Bid Size: -
-
Ask Size: -
Kapsch TrafficCom AG 11.50 EUR 2025-09-19 Call
 

Master data

WKN: RC1DV7
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Kapsch TrafficCom AG
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.91
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.25
Parity: -0.36
Time value: 0.04
Break-even: 11.94
Moneyness: 0.69
Premium: 0.52
Premium p.a.: 0.53
Spread abs.: 0.02
Spread %: 83.33%
Delta: 0.27
Theta: 0.00
Omega: 4.79
Rho: 0.02
 

Quote data

Open: 0.036
High: 0.036
Low: 0.036
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -30.77%
3 Months
  -60.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.038 0.034
1M High / 1M Low: 0.050 0.034
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.042
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -