Raiffeisen Bank International AG .../  AT0000A3AGU9  /

Raiffeisen EE
6/7/2024  12:00:00 AM Chg.-0.05 Bid- Ask- Underlying Strike price Expiration date Option type
0.56EUR -8.50% -
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: 5.68
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.13
Implied volatility: 0.42
Historic volatility: 0.46
Parity: 0.13
Time value: 0.46
Break-even: 37.85
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 5.41%
Delta: 0.64
Theta: -0.01
Omega: 3.65
Rho: 0.12
 

Quote data

Open: 0.56
High: 0.56
Low: 0.56
Previous Close: 0.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -20.00%
3 Months  
+43.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.62 0.56
1M High / 1M Low: 0.79 0.56
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.61
Avg. volume 1W:   0.00
Avg. price 1M:   0.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -