Raiffeisen Bank International AG .../  AT0000A37AJ8  /

Raiffeisen EE
2024-05-20  12:00:00 AM Chg.+0.10 Bid- Ask- Underlying Strike price Expiration date Option type
8.76EUR +1.16% -
Bid Size: -
-
Ask Size: -
ATX 3,000.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A7W
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,000.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 8.58
Intrinsic value: 7.64
Implied volatility: 0.20
Historic volatility: 0.11
Parity: 7.64
Time value: 1.13
Break-even: 3,877.00
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 0.80%
Delta: 0.94
Theta: -0.41
Omega: 4.02
Rho: 22.09
 

Quote data

Open: 8.76
High: 8.76
Low: 8.76
Previous Close: 8.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.91%
1 Month  
+29.78%
3 Months  
+58.41%
YTD  
+42.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.76 8.23
1M High / 1M Low: 8.76 6.86
6M High / 6M Low: 8.76 4.95
High (YTD): 2024-05-20 8.76
Low (YTD): 2024-03-11 4.95
52W High: - -
52W Low: - -
Avg. price 1W:   8.45
Avg. volume 1W:   0.00
Avg. price 1M:   7.61
Avg. volume 1M:   0.00
Avg. price 6M:   6.08
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   32.50%
Volatility 6M:   45.00%
Volatility 1Y:   -
Volatility 3Y:   -