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Raiffeisen Bank International AG .../  AT0000A37AQ3  /

Raiffeisen EE
20/05/2024  00:00:00 Chg.+0.07 Bid- Ask- Underlying Strike price Expiration date Option type
4.44EUR +1.60% -
Bid Size: -		 -
Ask Size: -		 ATX 3,600.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
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: 4.44
High: 4.44
Low: 4.44
Previous Close: 4.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.56%
1 Month  
+50.00%
3 Months  
+106.51%
YTD  
+66.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.43 4.01
1M High / 1M Low: 4.43 3.02
6M High / 6M Low: 4.43 1.76
High (YTD): 20/05/2024 4.43
Low (YTD): 11/03/2024 1.76
52W High: - -
52W Low: - -
Avg. price 1W:   4.19
Avg. volume 1W:   0.00
Avg. price 1M:   3.58
Avg. volume 1M:   0.00
Avg. price 6M:   2.57
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.06%
Volatility 6M:   73.95%
Volatility 1Y:   -
Volatility 3Y:   -