OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A376G3  /

Raiffeisen EE
9/25/2024  12:00:00 AM Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.53EUR -6.56% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 33.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A4C
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.39
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.36
Implied volatility: 0.34
Historic volatility: 0.31
Parity: 0.36
Time value: 0.21
Break-even: 38.73
Moneyness: 1.11
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 3.62%
Delta: 0.73
Theta: -0.01
Omega: 4.69
Rho: 0.10
 

Quote data

Open: 0.53
High: 0.53
Low: 0.53
Previous Close: 0.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.67%
1 Month
  -52.25%
3 Months
  -22.06%
YTD  
+60.61%
1 Year  
+3.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.65 0.53
1M High / 1M Low: 1.15 0.53
6M High / 6M Low: 1.15 0.27
High (YTD): 8/26/2024 1.15
Low (YTD): 3/21/2024 0.24
52W High: 8/26/2024 1.15
52W Low: 3/21/2024 0.24
Avg. price 1W:   0.59
Avg. volume 1W:   0.00
Avg. price 1M:   0.72
Avg. volume 1M:   0.00
Avg. price 6M:   0.54
Avg. volume 6M:   0.00
Avg. price 1Y:   0.47
Avg. volume 1Y:   0.00
Volatility 1M:   111.21%
Volatility 6M:   130.17%
Volatility 1Y:   115.28%
Volatility 3Y:   -