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Raiffeisen Bank International AG .../  AT0000A37AJ8  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.-0.69 Bid- Ask- Underlying Strike price Expiration date Option type
7.16EUR -8.80% -
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: 4.91
Leverage: Yes

Calculated values

Fair value: 6.19
Intrinsic value: 5.34
Implied volatility: 0.29
Historic volatility: 0.11
Parity: 5.34
Time value: 1.86
Break-even: 3,720.00
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 0.98%
Delta: 0.81
Theta: -0.64
Omega: 3.99
Rho: 16.43
 

Quote data

Open: 7.16
High: 7.16
Low: 7.16
Previous Close: 7.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.63%
1 Month
  -13.53%
3 Months  
+30.42%
YTD  
+16.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.35 7.16
1M High / 1M Low: 8.80 7.16
6M High / 6M Low: 8.80 4.95
High (YTD): 2024-05-21 8.80
Low (YTD): 2024-03-11 4.95
52W High: - -
52W Low: - -
Avg. price 1W:   7.90
Avg. volume 1W:   0.00
Avg. price 1M:   8.32
Avg. volume 1M:   0.00
Avg. price 6M:   6.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.20%
Volatility 6M:   48.02%
Volatility 1Y:   -
Volatility 3Y:   -