Raiffeisen Bank International AG .../  AT0000A37AH2  /

Raiffeisen EE
20/09/2024  00:00:00 Chg.-0.35 Bid- Ask- Underlying Strike price Expiration date Option type
8.12EUR -4.13% -
Bid Size: -
-
Ask Size: -
ATX 2,900.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A7V
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,900.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 7.64
Intrinsic value: 7.15
Implied volatility: 0.32
Historic volatility: 0.12
Parity: 7.15
Time value: 1.02
Break-even: 3,717.00
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 0.86%
Delta: 0.88
Theta: -0.67
Omega: 3.89
Rho: 11.72
 

Quote data

Open: 8.12
High: 8.12
Low: 8.12
Previous Close: 8.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.62%
1 Month
  -7.31%
3 Months
  -4.58%
YTD  
+18.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.46 7.91
1M High / 1M Low: 9.37 7.74
6M High / 6M Low: 9.61 6.59
High (YTD): 21/05/2024 9.61
Low (YTD): 11/03/2024 5.67
52W High: - -
52W Low: - -
Avg. price 1W:   8.10
Avg. volume 1W:   0.00
Avg. price 1M:   8.47
Avg. volume 1M:   0.00
Avg. price 6M:   8.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.14%
Volatility 6M:   52.69%
Volatility 1Y:   -
Volatility 3Y:   -