Raiffeisen Bank International AG .../  AT0000A37CD7  /

Raiffeisen EE
5/10/2024  12:00:00 AM Chg.-0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.119EUR -0.83% -
Bid Size: -
-
Ask Size: -
TELEKOM AUSTRIA AG 7.50 EUR 3/21/2025 Call
 

Master data

WKN: RC1A9M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: TELEKOM AUSTRIA AG
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 3/21/2025
Issue date: 10/5/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.51
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.09
Implied volatility: 0.18
Historic volatility: 0.13
Parity: 0.09
Time value: 0.04
Break-even: 8.79
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 18.35%
Delta: 0.83
Theta: 0.00
Omega: 5.38
Rho: 0.05
 

Quote data

Open: 0.119
High: 0.119
Low: 0.119
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.42%
1 Month  
+48.75%
3 Months  
+14.42%
YTD  
+32.22%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.103
1M High / 1M Low: 0.120 0.080
6M High / 6M Low: 0.120 0.053
High (YTD): 5/9/2024 0.120
Low (YTD): 2/29/2024 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.090
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.49%
Volatility 6M:   71.18%
Volatility 1Y:   -
Volatility 3Y:   -