Raiffeisen Bank International AG .../  AT0000A376N9  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.59EUR +2.08% -
Bid Size: -
-
Ask Size: -
S IMMO AG 17.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4J
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.70
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.51
Implied volatility: 0.32
Historic volatility: 0.25
Parity: 0.51
Time value: 0.09
Break-even: 22.98
Moneyness: 1.30
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.46%
Delta: 0.88
Theta: 0.00
Omega: 3.25
Rho: 0.10
 

Quote data

Open: 0.59
High: 0.59
Low: 0.59
Previous Close: 0.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.27%
1 Month  
+118.52%
3 Months  
+247.06%
YTD  
+883.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.59 0.58
1M High / 1M Low: 0.60 0.27
6M High / 6M Low: 0.60 0.06
High (YTD): 2024-05-31 0.60
Low (YTD): 2024-01-04 0.06
52W High: - -
52W Low: - -
Avg. price 1W:   0.58
Avg. volume 1W:   0.00
Avg. price 1M:   0.48
Avg. volume 1M:   0.00
Avg. price 6M:   0.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   223.36%
Volatility 6M:   123.32%
Volatility 1Y:   -
Volatility 3Y:   -