Raiffeisen Bank International AG .../  AT0000A376N9  /

Raiffeisen EE
5/21/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.28EUR -6.04% -
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: 5.91
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.12
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.12
Time value: 0.19
Break-even: 20.08
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 6.94%
Delta: 0.68
Theta: 0.00
Omega: 4.04
Rho: 0.08
 

Quote data

Open: 0.28
High: 0.28
Low: 0.28
Previous Close: 0.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.70%
1 Month  
+16.67%
3 Months  
+100.00%
YTD  
+366.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.30 0.27
1M High / 1M Low: 0.30 0.23
6M High / 6M Low: 0.30 0.06
High (YTD): 5/20/2024 0.30
Low (YTD): 1/4/2024 0.06
52W High: - -
52W Low: - -
Avg. price 1W:   0.29
Avg. volume 1W:   0.00
Avg. price 1M:   0.26
Avg. volume 1M:   0.00
Avg. price 6M:   0.16
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.43%
Volatility 6M:   86.16%
Volatility 1Y:   -
Volatility 3Y:   -