Raiffeisen Bank International AG .../  AT0000A376L3  /

Raiffeisen EE
04/06/2024  00:00:00 Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.91EUR -1.09% -
Bid Size: -
-
Ask Size: -
S IMMO AG 13.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A4G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.33
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.87
Implied volatility: 0.43
Historic volatility: 0.25
Parity: 0.87
Time value: 0.06
Break-even: 22.30
Moneyness: 1.67
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.02
Spread %: 2.20%
Delta: 0.95
Theta: 0.00
Omega: 2.21
Rho: 0.09
 

Quote data

Open: 0.91
High: 0.91
Low: 0.91
Previous Close: 0.92
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.21%
1 Month  
+78.43%
3 Months  
+152.78%
YTD  
+435.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.95 0.91
1M High / 1M Low: 0.95 0.50
6M High / 6M Low: 0.95 0.17
High (YTD): 31/05/2024 0.95
Low (YTD): 04/01/2024 0.18
52W High: - -
52W Low: - -
Avg. price 1W:   0.94
Avg. volume 1W:   0.00
Avg. price 1M:   0.67
Avg. volume 1M:   0.00
Avg. price 6M:   0.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.95%
Volatility 6M:   80.89%
Volatility 1Y:   -
Volatility 3Y:   -