Raiffeisen Bank International AG .../  AT0000A379N3  /

Raiffeisen EE
2024-09-19  12:00:00 AM Chg.+0.002 Bid- Ask- Underlying Strike price Expiration date Option type
0.092EUR +2.22% -
Bid Size: -
-
Ask Size: -
UNIQA INSURANCE GROU... 7.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A60
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: UNIQA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.74
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.05
Implied volatility: 0.30
Historic volatility: 0.12
Parity: 0.05
Time value: 0.05
Break-even: 7.97
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.70
Theta: 0.00
Omega: 5.40
Rho: 0.02
 

Quote data

Open: 0.092
High: 0.092
Low: 0.092
Previous Close: 0.090
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.80%
1 Month
  -16.36%
3 Months
  -18.58%
YTD
  -4.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.088
1M High / 1M Low: 0.117 0.088
6M High / 6M Low: 0.144 0.088
High (YTD): 2024-07-15 0.144
Low (YTD): 2024-09-17 0.088
52W High: - -
52W Low: - -
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.44%
Volatility 6M:   61.44%
Volatility 1Y:   -
Volatility 3Y:   -