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Raiffeisen Bank International AG .../  AT0000A375R2  /

Raiffeisen EE
2024-06-21  12:00:00 AM Chg.-0.12 Bid- Ask- Underlying Strike price Expiration date Option type
5.66EUR -2.08% -
Bid Size: -		 -
Ask Size: -		 Do & Co AG 107.50 - 2025-03-21 Call
 

Master data

WKN: RC1A3M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 107.50 -
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 5.62
Intrinsic value: 5.31
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 5.31
Time value: 0.35
Break-even: 164.10
Moneyness: 1.49
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 0.35%
Delta: 0.96
Theta: -0.02
Omega: 2.73
Rho: 0.73
 

Quote data

Open: 5.66
High: 5.66
Low: 5.66
Previous Close: 5.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.20%
1 Month  
+24.94%
3 Months  
+37.05%
YTD  
+67.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.78 5.22
1M High / 1M Low: 5.78 3.82
6M High / 6M Low: 5.78 2.69
High (YTD): 2024-06-20 5.78
Low (YTD): 2024-01-24 2.69
52W High: - -
52W Low: - -
Avg. price 1W:   5.50
Avg. volume 1W:   0.00
Avg. price 1M:   4.55
Avg. volume 1M:   0.00
Avg. price 6M:   3.92
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.74%
Volatility 6M:   81.99%
Volatility 1Y:   -
Volatility 3Y:   -