Raiffeisen Bank International AG .../  AT0000A37AN0  /

Raiffeisen EE
2024-06-17  12:00:00 AM Chg.+0.19 Bid- Ask- Underlying Strike price Expiration date Option type
4.45EUR +4.47% -
Bid Size: -
-
Ask Size: -
ATX 3,400.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A70
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,400.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 8.26
Leverage: Yes

Calculated values

Fair value: 2.95
Intrinsic value: 1.59
Implied volatility: 0.24
Historic volatility: 0.11
Parity: 1.59
Time value: 2.72
Break-even: 3,831.00
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.10
Spread abs.: 0.07
Spread %: 1.65%
Delta: 0.67
Theta: -0.68
Omega: 5.57
Rho: 14.88
 

Quote data

Open: 4.45
High: 4.45
Low: 4.45
Previous Close: 4.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.28%
1 Month
  -21.52%
3 Months  
+42.17%
YTD  
+21.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.30 4.25
1M High / 1M Low: 5.79 4.25
6M High / 6M Low: 5.79 2.61
High (YTD): 2024-05-21 5.79
Low (YTD): 2024-03-11 2.61
52W High: - -
52W Low: - -
Avg. price 1W:   4.76
Avg. volume 1W:   0.00
Avg. price 1M:   5.26
Avg. volume 1M:   0.00
Avg. price 6M:   3.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.84%
Volatility 6M:   67.67%
Volatility 1Y:   -
Volatility 3Y:   -