Raiffeisen Bank International AG .../  AT0000A37645  /

Raiffeisen EE
6/24/2024  12:00:00 AM Chg.+0.012 Bid- Ask- Underlying Strike price Expiration date Option type
0.056EUR +27.27% -
Bid Size: -
-
Ask Size: -
Kapsch TrafficCom AG 11.50 EUR 3/21/2025 Call
 

Master data

WKN: RC1A30
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Kapsch TrafficCom AG
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.91
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.33
Parity: -0.23
Time value: 0.07
Break-even: 12.16
Moneyness: 0.80
Premium: 0.32
Premium p.a.: 0.46
Spread abs.: 0.02
Spread %: 43.48%
Delta: 0.36
Theta: 0.00
Omega: 4.94
Rho: 0.02
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.35%
1 Month  
+7.69%
3 Months  
+19.15%
YTD
  -36.36%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.037
1M High / 1M Low: 0.056 0.037
6M High / 6M Low: 0.122 0.030
High (YTD): 1/12/2024 0.122
Low (YTD): 4/29/2024 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.061
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   171.35%
Volatility 6M:   102.32%
Volatility 1Y:   -
Volatility 3Y:   -