Raiffeisen Bank International AG .../  AT0000A376N9  /

Raiffeisen EE
17/06/2024  00:00:00 Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.58EUR -1.53% -
Bid Size: -
-
Ask Size: -
S IMMO AG 17.00 EUR 21/03/2025 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: 21/03/2025
Issue date: 26/09/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.70
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.48
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.48
Time value: 0.11
Break-even: 22.89
Moneyness: 1.28
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.51%
Delta: 0.85
Theta: 0.00
Omega: 3.14
Rho: 0.10
 

Quote data

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

Performance

1 Week
  -1.69%
1 Month  
+93.33%
3 Months  
+262.50%
YTD  
+866.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.59 0.58
1M High / 1M Low: 0.60 0.28
6M High / 6M Low: 0.60 0.06
High (YTD): 31/05/2024 0.60
Low (YTD): 04/01/2024 0.06
52W High: - -
52W Low: - -
Avg. price 1W:   0.58
Avg. volume 1W:   0.00
Avg. price 1M:   0.51
Avg. volume 1M:   0.00
Avg. price 6M:   0.22
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   234.66%
Volatility 6M:   123.20%
Volatility 1Y:   -
Volatility 3Y:   -