Raiffeisen Bank International AG .../  AT0000A3BVP6  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.83EUR +3.10% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 32.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DW6
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.35
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 0.35
Time value: 0.49
Break-even: 40.41
Moneyness: 1.11
Premium: 0.14
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.71
Theta: -0.01
Omega: 3.02
Rho: 0.22
 

Quote data

Open: 0.83
High: 0.83
Low: 0.83
Previous Close: 0.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+53.70%
1 Month  
+62.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.83 0.55
1M High / 1M Low: 0.83 0.51
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.69
Avg. volume 1W:   0.00
Avg. price 1M:   0.60
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -