Raiffeisen Bank International AG .../  AT0000A37CE5  /

Raiffeisen EE
6/14/2024  12:00:00 AM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.136EUR +0.74% -
Bid Size: -
-
Ask Size: -
TELEKOM AUSTRIA AG 8.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A9N
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: TELEKOM AUSTRIA AG
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 3/21/2025
Issue date: 10/5/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.27
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.12
Implied volatility: 0.17
Historic volatility: 0.13
Parity: 0.12
Time value: 0.03
Break-even: 9.46
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 15.87%
Delta: 0.87
Theta: 0.00
Omega: 5.48
Rho: 0.05
 

Quote data

Open: 0.136
High: 0.136
Low: 0.136
Previous Close: 0.135
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.33%
1 Month  
+49.45%
3 Months  
+151.85%
YTD  
+97.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.136 0.120
1M High / 1M Low: 0.136 0.091
6M High / 6M Low: 0.136 0.047
High (YTD): 6/14/2024 0.136
Low (YTD): 2/29/2024 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.109
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.53%
Volatility 6M:   73.07%
Volatility 1Y:   -
Volatility 3Y:   -