Raiffeisen Bank International AG .../  AT0000A37AM2  /

Raiffeisen EE
6/17/2024  12:00:00 AM Chg.+0.19 Bid- Ask- Underlying Strike price Expiration date Option type
5.04EUR +3.92% -
Bid Size: -
-
Ask Size: -
ATX 3,300.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A7Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,300.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 3.73
Intrinsic value: 2.59
Implied volatility: 0.24
Historic volatility: 0.11
Parity: 2.59
Time value: 2.30
Break-even: 3,789.00
Moneyness: 1.08
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 1.45%
Delta: 0.72
Theta: -0.66
Omega: 5.27
Rho: 15.80
 

Quote data

Open: 5.04
High: 5.04
Low: 5.04
Previous Close: 4.85
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.84%
1 Month
  -19.87%
3 Months  
+40.00%
YTD  
+22.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.95 4.84
1M High / 1M Low: 6.42 4.84
6M High / 6M Low: 6.42 3.02
High (YTD): 5/21/2024 6.42
Low (YTD): 3/11/2024 3.02
52W High: - -
52W Low: - -
Avg. price 1W:   5.38
Avg. volume 1W:   0.00
Avg. price 1M:   5.88
Avg. volume 1M:   0.00
Avg. price 6M:   4.38
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.24%
Volatility 6M:   63.95%
Volatility 1Y:   -
Volatility 3Y:   -