Raiffeisen Bank International AG Kauf-OS 25.09.24 VER 60
/ AT0000A36DY3
Raiffeisen Bank International AG .../ AT0000A36DY3 /
2024-06-14 12:00:00 AM |
Chg.-0.20 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.60EUR |
-11.14% |
- Bid Size: - |
- Ask Size: - |
VERBUND AG INH... |
59.545 EUR |
2024-09-20 |
Call |
Master data
WKN: |
RC1AXY |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
59.55 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-07-20 |
Last trading day: |
2024-09-19 |
Ratio: |
9.92:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.41 |
Implied volatility: |
0.44 |
Historic volatility: |
0.27 |
Parity: |
1.41 |
Time value: |
0.19 |
Break-even: |
75.42 |
Moneyness: |
1.24 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.03 |
Spread %: |
1.91% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
3.99 |
Rho: |
0.13 |
Quote data
Open: |
1.60 |
High: |
1.60 |
Low: |
1.60 |
Previous Close: |
1.80 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.09% |
1 Month |
|
|
-1.23% |
3 Months |
|
|
+68.42% |
YTD |
|
|
-37.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.83 |
1.60 |
1M High / 1M Low: |
1.92 |
1.50 |
6M High / 6M Low: |
2.79 |
0.74 |
High (YTD): |
2024-01-10 |
2.79 |
Low (YTD): |
2024-04-03 |
0.74 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.73 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.36% |
Volatility 6M: |
|
121.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |