Raiffeisen Bank International AG .../  AT0000A37AH2  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.-0.15 Bid- Ask- Underlying Strike price Expiration date Option type
9.13EUR -1.62% -
Bid Size: -
-
Ask Size: -
ATX 2,900.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 8.42
Intrinsic value: 7.59
Implied volatility: 0.32
Historic volatility: 0.11
Parity: 7.59
Time value: 1.72
Break-even: 3,831.00
Moneyness: 1.26
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 0.76%
Delta: 0.85
Theta: -0.64
Omega: 3.36
Rho: 17.20
 

Quote data

Open: 9.13
High: 9.13
Low: 9.13
Previous Close: 9.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.44%
1 Month  
+3.75%
3 Months  
+54.22%
YTD  
+32.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.28 8.76
1M High / 1M Low: 9.61 8.76
6M High / 6M Low: 9.61 5.67
High (YTD): 2024-05-21 9.61
Low (YTD): 2024-03-11 5.67
52W High: - -
52W Low: - -
Avg. price 1W:   9.10
Avg. volume 1W:   0.00
Avg. price 1M:   9.21
Avg. volume 1M:   0.00
Avg. price 6M:   7.16
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   41.65%
Volatility 6M:   42.36%
Volatility 1Y:   -
Volatility 3Y:   -