Raiffeisen Bank International AG .../  AT0000A37AL4  /

Raiffeisen EE
6/21/2024  12:00:00 AM Chg.-0.26 Bid- Ask- Underlying Strike price Expiration date Option type
6.07EUR -4.11% -
Bid Size: -
-
Ask Size: -
ATX 3,200.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A7Y
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,200.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 5.97
Leverage: Yes

Calculated values

Fair value: 4.86
Intrinsic value: 3.92
Implied volatility: 0.27
Historic volatility: 0.11
Parity: 3.92
Time value: 2.10
Break-even: 3,802.00
Moneyness: 1.12
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 1.18%
Delta: 0.77
Theta: -0.68
Omega: 4.58
Rho: 15.94
 

Quote data

Open: 6.07
High: 6.07
Low: 6.07
Previous Close: 6.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.84%
1 Month
  -12.41%
3 Months  
+29.70%
YTD  
+27.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.33 5.79
1M High / 1M Low: 7.00 5.58
6M High / 6M Low: 7.16 3.62
High (YTD): 5/21/2024 7.16
Low (YTD): 3/11/2024 3.62
52W High: - -
52W Low: - -
Avg. price 1W:   6.06
Avg. volume 1W:   0.00
Avg. price 1M:   6.45
Avg. volume 1M:   0.00
Avg. price 6M:   5.10
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.58%
Volatility 6M:   58.97%
Volatility 1Y:   -
Volatility 3Y:   -