Raiffeisen Bank International AG .../  AT0000A37AQ3  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.-0.54 Bid- Ask- Underlying Strike price Expiration date Option type
3.07EUR -14.98% -
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: 11.33
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.11
Parity: -0.66
Time value: 3.12
Break-even: 3,912.00
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.14
Spread abs.: 0.07
Spread %: 2.30%
Delta: 0.56
Theta: -0.69
Omega: 6.33
Rho: 12.72
 

Quote data

Open: 3.07
High: 3.07
Low: 3.07
Previous Close: 3.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.86%
1 Month
  -24.20%
3 Months  
+45.50%
YTD  
+14.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.00 3.06
1M High / 1M Low: 4.47 3.06
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:   3.65
Avg. volume 1W:   0.00
Avg. price 1M:   4.03
Avg. volume 1M:   0.00
Avg. price 6M:   2.82
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.95%
Volatility 6M:   79.46%
Volatility 1Y:   -
Volatility 3Y:   -