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Raiffeisen Bank International AG .../  AT0000A3B4Z9  /

Raiffeisen EE
2024-09-25  12:00:00 AM Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.81EUR -5.15% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 29.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1DA0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 29.00 EUR
Maturity: 2025-03-21
Issue date: 2024-03-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.81
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.76
Implied volatility: 0.50
Historic volatility: 0.31
Parity: 0.76
Time value: 0.20
Break-even: 38.61
Moneyness: 1.26
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 2.13%
Delta: 0.81
Theta: -0.01
Omega: 3.10
Rho: 0.10
 

Quote data

Open: 0.81
High: 0.81
Low: 0.81
Previous Close: 0.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -44.52%
3 Months
  -13.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.95 0.81
1M High / 1M Low: 1.50 0.81
6M High / 6M Low: 1.50 0.41
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.89
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   0.78
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.94%
Volatility 6M:   107.30%
Volatility 1Y:   -
Volatility 3Y:   -