Raiffeisen Bank International AG .../  AT0000A37983  /

Raiffeisen EE
6/7/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.49EUR -3.90% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 13.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A6L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.36
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.39
Implied volatility: 0.44
Historic volatility: 0.28
Parity: 0.39
Time value: 0.11
Break-even: 18.03
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 4.14%
Delta: 0.83
Theta: 0.00
Omega: 2.78
Rho: 0.07
 

Quote data

Open: 0.49
High: 0.49
Low: 0.49
Previous Close: 0.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.92%
1 Month
  -14.04%
3 Months
  -30.00%
YTD
  -20.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.51 0.47
1M High / 1M Low: 0.57 0.47
6M High / 6M Low: 0.76 0.40
High (YTD): 2/22/2024 0.76
Low (YTD): 6/5/2024 0.47
52W High: - -
52W Low: - -
Avg. price 1W:   0.49
Avg. volume 1W:   0.00
Avg. price 1M:   0.52
Avg. volume 1M:   0.00
Avg. price 6M:   0.60
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   55.85%
Volatility 6M:   92.61%
Volatility 1Y:   -
Volatility 3Y:   -