Raiffeisen Bank International AG .../  AT0000A379S2  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.-0.12 Bid- Ask- Underlying Strike price Expiration date Option type
0.65EUR -15.28% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 79.3933 EUR 2025-03-21 Call
 

Master data

WKN: RC1A64
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 79.39 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 11.15
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.59
Time value: 0.67
Break-even: 85.99
Moneyness: 0.93
Premium: 0.17
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 4.72%
Delta: 0.48
Theta: -0.02
Omega: 5.41
Rho: 0.22
 

Quote data

Open: 0.65
High: 0.65
Low: 0.65
Previous Close: 0.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.58%
1 Month
  -7.14%
3 Months  
+91.18%
YTD
  -52.90%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.79 0.65
1M High / 1M Low: 0.86 0.64
6M High / 6M Low: 1.55 0.24
High (YTD): 2024-01-10 1.55
Low (YTD): 2024-04-03 0.24
52W High: - -
52W Low: - -
Avg. price 1W:   0.75
Avg. volume 1W:   0.00
Avg. price 1M:   0.76
Avg. volume 1M:   0.00
Avg. price 6M:   0.68
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.13%
Volatility 6M:   153.56%
Volatility 1Y:   -
Volatility 3Y:   -