Raiffeisen Bank International AG .../  AT0000A37H92  /

Raiffeisen EE
5/31/2024  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.49EUR +0.20% -
Bid Size: -
-
Ask Size: -
VIENNA INSURANCE GRO... 26.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1BDC
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VIENNA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 3/21/2025
Issue date: 10/9/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.89
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.35
Implied volatility: 0.23
Historic volatility: 0.16
Parity: 0.35
Time value: 0.15
Break-even: 31.01
Moneyness: 1.13
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.16%
Delta: 0.80
Theta: 0.00
Omega: 4.73
Rho: 0.15
 

Quote data

Open: 0.49
High: 0.49
Low: 0.49
Previous Close: 0.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.91%
1 Month  
+19.51%
3 Months  
+75.00%
YTD  
+68.97%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.58 0.49
1M High / 1M Low: 0.58 0.41
6M High / 6M Low: 0.58 0.23
High (YTD): 5/27/2024 0.58
Low (YTD): 2/15/2024 0.23
52W High: - -
52W Low: - -
Avg. price 1W:   0.53
Avg. volume 1W:   0.00
Avg. price 1M:   0.51
Avg. volume 1M:   0.00
Avg. price 6M:   0.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.01%
Volatility 6M:   60.87%
Volatility 1Y:   -
Volatility 3Y:   -