Raiffeisen Bank International AG .../  AT0000A3BVQ4  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.+0.12 Bid- Ask- Underlying Strike price Expiration date Option type
0.80EUR +17.85% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 34.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DW7
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.59
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.25
Implied volatility: 0.38
Historic volatility: 0.28
Parity: 0.25
Time value: 0.55
Break-even: 41.96
Moneyness: 1.07
Premium: 0.15
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.58%
Delta: 0.69
Theta: -0.01
Omega: 3.15
Rho: 0.21
 

Quote data

Open: 0.80
High: 0.80
Low: 0.80
Previous Close: 0.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.11%
1 Month  
+56.86%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.80 0.60
1M High / 1M Low: 0.80 0.44
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.68
Avg. volume 1W:   0.00
Avg. price 1M:   0.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -