Raiffeisen Bank International AG .../  AT0000A37637  /

Raiffeisen EE
21/06/2024  00:00:00 Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.082EUR +1.23% -
Bid Size: -
-
Ask Size: -
Kapsch TrafficCom AG 10.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A3Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Kapsch TrafficCom AG
Type: Warrant
Option type: Call
Strike price: 10.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.76
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.33
Parity: -0.11
Time value: 0.09
Break-even: 10.91
Moneyness: 0.89
Premium: 0.23
Premium p.a.: 0.32
Spread abs.: 0.02
Spread %: 28.17%
Delta: 0.47
Theta: 0.00
Omega: 4.54
Rho: 0.02
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.14%
1 Month
  -10.87%
3 Months  
+2.50%
YTD
  -38.81%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.070
1M High / 1M Low: 0.092 0.070
6M High / 6M Low: 0.179 0.056
High (YTD): 12/01/2024 0.179
Low (YTD): 29/04/2024 0.056
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.079
Avg. volume 1M:   0.000
Avg. price 6M:   0.100
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.25%
Volatility 6M:   83.44%
Volatility 1Y:   -
Volatility 3Y:   -