Raiffeisen Bank International AG .../  AT0000A376M1  /

Raiffeisen EE
21/05/2024  00:00:00 Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.41EUR -4.88% -
Bid Size: -
-
Ask Size: -
S IMMO AG 15.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A4H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.30
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 0.30
Time value: 0.12
Break-even: 19.19
Moneyness: 1.20
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 5.01%
Delta: 0.80
Theta: 0.00
Omega: 3.44
Rho: 0.08
 

Quote data

Open: 0.41
High: 0.41
Low: 0.41
Previous Close: 0.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+17.14%
3 Months  
+86.36%
YTD  
+310.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.43 0.40
1M High / 1M Low: 0.43 0.34
6M High / 6M Low: 0.43 0.10
High (YTD): 20/05/2024 0.43
Low (YTD): 04/01/2024 0.11
52W High: - -
52W Low: - -
Avg. price 1W:   0.42
Avg. volume 1W:   0.00
Avg. price 1M:   0.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.31%
Volatility 6M:   71.84%
Volatility 1Y:   -
Volatility 3Y:   -