Raiffeisen Bank International AG .../  AT0000A3B4Z9  /

Raiffeisen EE
10/06/2024  00:00:00 Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.91EUR +3.28% -
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: 3.98
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.65
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.65
Time value: 0.24
Break-even: 37.93
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 2.29%
Delta: 0.80
Theta: -0.01
Omega: 3.18
Rho: 0.15
 

Quote data

Open: 0.91
High: 0.91
Low: 0.91
Previous Close: 0.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+59.65%
3 Months  
+121.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.88 0.56
1M High / 1M Low: 0.88 0.53
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.72
Avg. volume 1W:   0.00
Avg. price 1M:   0.62
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -