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Raiffeisen Bank International AG .../  AT0000A375R2  /

Raiffeisen EE
2024-09-23  12:00:00 AM Chg.+0.19 Bid- Ask- Underlying Strike price Expiration date Option type
3.56EUR +5.64% -
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: 3.92
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 3.25
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 3.25
Time value: 0.32
Break-even: 143.20
Moneyness: 1.30
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 0.56%
Delta: 0.91
Theta: -0.02
Omega: 3.57
Rho: 0.45
 

Quote data

Open: 3.56
High: 3.56
Low: 3.56
Previous Close: 3.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.95%
1 Month
  -20.18%
3 Months
  -39.97%
YTD  
+5.33%
1 Year  
+142.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.91 3.37
1M High / 1M Low: 4.73 3.37
6M High / 6M Low: 6.35 3.37
High (YTD): 2024-07-16 6.35
Low (YTD): 2024-01-24 2.69
52W High: 2024-07-16 6.35
52W Low: 2023-10-09 1.26
Avg. price 1W:   3.69
Avg. volume 1W:   0.00
Avg. price 1M:   4.09
Avg. volume 1M:   0.00
Avg. price 6M:   4.52
Avg. volume 6M:   0.00
Avg. price 1Y:   3.69
Avg. volume 1Y:   0.00
Volatility 1M:   69.84%
Volatility 6M:   81.77%
Volatility 1Y:   83.83%
Volatility 3Y:   -