Raiffeisen Bank International AG .../  AT0000A378Q8  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.-0.12 Bid- Ask- Underlying Strike price Expiration date Option type
0.70EUR -14.22% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 38.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A52
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.89
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.40
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.40
Time value: 0.31
Break-even: 45.13
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.89%
Delta: 0.73
Theta: -0.01
Omega: 4.31
Rho: 0.18
 

Quote data

Open: 0.70
High: 0.70
Low: 0.70
Previous Close: 0.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -27.08%
3 Months  
+70.73%
YTD  
+94.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.93 0.70
1M High / 1M Low: 0.98 0.70
6M High / 6M Low: 0.98 0.32
High (YTD): 2024-05-20 0.98
Low (YTD): 2024-03-04 0.32
52W High: - -
52W Low: - -
Avg. price 1W:   0.85
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   0.58
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.05%
Volatility 6M:   91.00%
Volatility 1Y:   -
Volatility 3Y:   -