Raiffeisen Bank International AG .../  AT0000A37AL4  /

Raiffeisen EE
5/17/2024  12:00:00 AM Chg.+0.42 Bid- Ask- Underlying Strike price Expiration date Option type
7.07EUR +6.32% -
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: 5.28
Leverage: Yes

Calculated values

Fair value: 6.56
Intrinsic value: 5.50
Implied volatility: 0.21
Historic volatility: 0.11
Parity: 5.50
Time value: 1.60
Break-even: 3,910.00
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 1.00%
Delta: 0.86
Theta: -0.53
Omega: 4.53
Rho: 21.09
 

Quote data

Open: 7.07
High: 7.07
Low: 7.07
Previous Close: 6.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.45%
1 Month  
+33.65%
3 Months  
+66.75%
YTD  
+48.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.07 6.51
1M High / 1M Low: 7.07 5.28
6M High / 6M Low: 7.07 3.62
High (YTD): 5/17/2024 7.07
Low (YTD): 3/11/2024 3.62
52W High: - -
52W Low: - -
Avg. price 1W:   6.73
Avg. volume 1W:   0.00
Avg. price 1M:   5.94
Avg. volume 1M:   0.00
Avg. price 6M:   4.64
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.41%
Volatility 6M:   54.44%
Volatility 1Y:   -
Volatility 3Y:   -