OverviewChartNewsTraderScreen

Raiffeisen Bank International AG .../  AT0000A376J7  /

Raiffeisen EE
2024-09-25  12:00:00 AM Chg.-0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.32EUR -8.16% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 37.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4E
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 37.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.40
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.31
Parity: -0.04
Time value: 0.35
Break-even: 40.52
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 6.02%
Delta: 0.56
Theta: -0.01
Omega: 5.78
Rho: 0.08
 

Quote data

Open: 0.32
High: 0.32
Low: 0.32
Previous Close: 0.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.51%
1 Month
  -60.49%
3 Months
  -31.91%
YTD  
+45.45%
1 Year
  -13.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.41 0.32
1M High / 1M Low: 0.84 0.32
6M High / 6M Low: 0.84 0.17
High (YTD): 2024-08-26 0.84
Low (YTD): 2024-03-21 0.14
52W High: 2024-08-26 0.84
52W Low: 2024-03-21 0.14
Avg. price 1W:   0.37
Avg. volume 1W:   0.00
Avg. price 1M:   0.47
Avg. volume 1M:   0.00
Avg. price 6M:   0.36
Avg. volume 6M:   0.00
Avg. price 1Y:   0.31
Avg. volume 1Y:   0.00
Volatility 1M:   135.42%
Volatility 6M:   156.45%
Volatility 1Y:   136.46%
Volatility 3Y:   -