Raiffeisen Bank International AG .../  AT0000A3AGU9  /

Raiffeisen EE
5/17/2024  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.77EUR -0.39% -
Bid Size: -
-
Ask Size: -
LENZING AG 32.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1C2H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 3/21/2025
Issue date: 2/8/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.52
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.37
Implied volatility: 0.43
Historic volatility: 0.47
Parity: 0.37
Time value: 0.42
Break-even: 39.88
Moneyness: 1.11
Premium: 0.12
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 3.96%
Delta: 0.71
Theta: -0.01
Omega: 3.21
Rho: 0.15
 

Quote data

Open: 0.77
High: 0.77
Low: 0.77
Previous Close: 0.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+83.33%
3 Months  
+50.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.79 0.76
1M High / 1M Low: 0.79 0.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.77
Avg. volume 1W:   0.00
Avg. price 1M:   0.58
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -