Raiffeisen Bank International AG .../  AT0000A37AQ3  /

Raiffeisen EE
2024-05-21  12:00:00 AM Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
4.48EUR +0.90% -
Bid Size: -
-
Ask Size: -
ATX 3,600.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A72
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,600.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 8.44
Leverage: Yes

Calculated values

Fair value: 3.25
Intrinsic value: 1.64
Implied volatility: 0.22
Historic volatility: 0.11
Parity: 1.64
Time value: 2.82
Break-even: 4,046.00
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 1.59%
Delta: 0.69
Theta: -0.66
Omega: 5.78
Rho: 17.77
 

Quote data

Open: 4.48
High: 4.48
Low: 4.48
Previous Close: 4.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.54%
1 Month  
+51.35%
3 Months  
+108.37%
YTD  
+67.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.47 4.01
1M High / 1M Low: 4.47 3.02
6M High / 6M Low: 4.47 1.76
High (YTD): 2024-05-21 4.47
Low (YTD): 2024-03-11 1.76
52W High: - -
52W Low: - -
Avg. price 1W:   4.24
Avg. volume 1W:   0.00
Avg. price 1M:   3.62
Avg. volume 1M:   0.00
Avg. price 6M:   2.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.83%
Volatility 6M:   73.66%
Volatility 1Y:   -
Volatility 3Y:   -