Raiffeisen Bank International AG .../  AT0000A3B4Z9  /

Raiffeisen EE
14/06/2024  00:00:00 Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.88EUR +0.23% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 29.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 11/03/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.67
Implied volatility: 0.37
Historic volatility: 0.28
Parity: 0.67
Time value: 0.22
Break-even: 37.86
Moneyness: 1.23
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.31%
Delta: 0.81
Theta: -0.01
Omega: 3.28
Rho: 0.15
 

Quote data

Open: 0.88
High: 0.88
Low: 0.88
Previous Close: 0.87
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.30%
1 Month  
+41.94%
3 Months  
+120.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.91 0.78
1M High / 1M Low: 0.91 0.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.85
Avg. volume 1W:   0.00
Avg. price 1M:   0.69
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -