Raiffeisen Bank International AG .../  AT0000A3BVQ4  /

Raiffeisen EE
9/25/2024  12:00:00 AM Chg.-0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.62EUR -5.19% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 34.00 EUR 9/19/2025 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: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.72
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.21
Implied volatility: 0.33
Historic volatility: 0.31
Parity: 0.21
Time value: 0.42
Break-even: 40.31
Moneyness: 1.06
Premium: 0.12
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 3.27%
Delta: 0.67
Theta: -0.01
Omega: 3.85
Rho: 0.18
 

Quote data

Open: 0.62
High: 0.62
Low: 0.62
Previous Close: 0.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.07%
1 Month
  -48.33%
3 Months
  -17.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.73 0.62
1M High / 1M Low: 1.20 0.62
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:   0.80
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   92.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -