Raiffeisen Bank International AG .../  AT0000A379S2  /

Raiffeisen EE
6/10/2024  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.76EUR -2.45% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 79.3933 EUR 3/21/2025 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: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 9.56
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.37
Time value: 0.80
Break-even: 87.31
Moneyness: 0.95
Premium: 0.15
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 3.91%
Delta: 0.53
Theta: -0.02
Omega: 5.07
Rho: 0.25
 

Quote data

Open: 0.76
High: 0.76
Low: 0.76
Previous Close: 0.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month  
+26.67%
3 Months  
+105.41%
YTD
  -44.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.82 0.76
1M High / 1M Low: 0.86 0.59
6M High / 6M Low: 1.55 0.24
High (YTD): 1/10/2024 1.55
Low (YTD): 4/3/2024 0.24
52W High: - -
52W Low: - -
Avg. price 1W:   0.80
Avg. volume 1W:   0.00
Avg. price 1M:   0.75
Avg. volume 1M:   0.00
Avg. price 6M:   0.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.69%
Volatility 6M:   152.77%
Volatility 1Y:   -
Volatility 3Y:   -