Raiffeisen Bank International AG .../  AT0000A378M7  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.-0.14 Bid- Ask- Underlying Strike price Expiration date Option type
1.16EUR -10.77% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 32.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A5Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.00
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 1.00
Time value: 0.17
Break-even: 43.70
Moneyness: 1.31
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.88
Theta: -0.01
Omega: 3.16
Rho: 0.19
 

Quote data

Open: 1.16
High: 1.16
Low: 1.16
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.73%
1 Month
  -25.16%
3 Months  
+46.84%
YTD  
+73.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.43 1.16
1M High / 1M Low: 1.57 1.16
6M High / 6M Low: 1.57 0.62
High (YTD): 2024-05-20 1.57
Low (YTD): 2024-02-29 0.64
52W High: - -
52W Low: - -
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.43
Avg. volume 1M:   0.00
Avg. price 6M:   1.00
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.65%
Volatility 6M:   69.33%
Volatility 1Y:   -
Volatility 3Y:   -