Raiffeisen Bank International AG .../  AT0000A37AH2  /

Raiffeisen EE
6/14/2024  12:00:00 AM Chg.-0.71 Bid- Ask- Underlying Strike price Expiration date Option type
7.98EUR -8.18% -
Bid Size: -
-
Ask Size: -
ATX 2,900.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 7.14
Intrinsic value: 6.34
Implied volatility: 0.30
Historic volatility: 0.11
Parity: 6.34
Time value: 1.69
Break-even: 3,703.00
Moneyness: 1.22
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 0.88%
Delta: 0.84
Theta: -0.62
Omega: 3.69
Rho: 16.51
 

Quote data

Open: 7.98
High: 7.98
Low: 7.98
Previous Close: 8.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.60%
1 Month
  -11.82%
3 Months  
+28.30%
YTD  
+15.99%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.19 7.97
1M High / 1M Low: 9.61 7.97
6M High / 6M Low: 9.61 5.67
High (YTD): 5/21/2024 9.61
Low (YTD): 3/11/2024 5.67
52W High: - -
52W Low: - -
Avg. price 1W:   8.73
Avg. volume 1W:   0.00
Avg. price 1M:   9.15
Avg. volume 1M:   0.00
Avg. price 6M:   7.26
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.70%
Volatility 6M:   43.85%
Volatility 1Y:   -
Volatility 3Y:   -