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Raiffeisen Bank International AG .../  AT0000A376N9  /

Raiffeisen EE
9/19/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.56EUR -0.89% -
Bid Size: -		 -
Ask Size: -		 S IMMO AG 17.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.50
Implied volatility: 0.37
Historic volatility: 0.23
Parity: 0.50
Time value: 0.07
Break-even: 22.65
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 3.67%
Delta: 0.88
Theta: 0.00
Omega: 3.44
Rho: 0.07
 

Quote data

Open: 0.56
High: 0.56
Low: 0.56
Previous Close: 0.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -12.50%
3 Months  
+5.66%
YTD  
+833.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.58 0.56
1M High / 1M Low: 0.64 0.56
6M High / 6M Low: 0.64 0.17
High (YTD): 8/21/2024 0.64
Low (YTD): 1/4/2024 0.06
52W High: - -
52W Low: - -
Avg. price 1W:   0.57
Avg. volume 1W:   0.00
Avg. price 1M:   0.60
Avg. volume 1M:   0.00
Avg. price 6M:   0.46
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   29.91%
Volatility 6M:   108.19%
Volatility 1Y:   -
Volatility 3Y:   -