Raiffeisen Bank International AG .../  AT0000A37959  /

Raiffeisen EE
16/05/2024  00:00:00 Chg.-0.004 Bid- Ask- Underlying Strike price Expiration date Option type
0.080EUR -4.76% -
Bid Size: -
-
Ask Size: -
OMV AG 60.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A6H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 49.26
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -1.32
Time value: 0.10
Break-even: 60.95
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 46.15%
Delta: 0.19
Theta: -0.01
Omega: 9.25
Rho: 0.07
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.61%
1 Month  
+42.86%
3 Months  
+77.78%
YTD  
+33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.080
1M High / 1M Low: 0.089 0.046
6M High / 6M Low: 0.094 0.031
High (YTD): 14/05/2024 0.089
Low (YTD): 11/03/2024 0.031
52W High: - -
52W Low: - -
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.90%
Volatility 6M:   162.58%
Volatility 1Y:   -
Volatility 3Y:   -