Raiffeisen Bank International AG .../  AT0000A37736  /

Raiffeisen EE
5/31/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.84EUR -1.52% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 28.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A4Z
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 3/21/2025
Issue date: 9/26/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.05
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.65
Implied volatility: 0.34
Historic volatility: 0.22
Parity: 0.65
Time value: 0.20
Break-even: 36.51
Moneyness: 1.23
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.82
Theta: -0.01
Omega: 3.34
Rho: 0.16
 

Quote data

Open: 0.84
High: 0.84
Low: 0.84
Previous Close: 0.86
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month  
+13.51%
3 Months  
+31.25%
YTD  
+64.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.93 0.84
1M High / 1M Low: 0.95 0.73
6M High / 6M Low: 0.95 0.29
High (YTD): 5/15/2024 0.95
Low (YTD): 1/17/2024 0.35
52W High: - -
52W Low: - -
Avg. price 1W:   0.89
Avg. volume 1W:   0.00
Avg. price 1M:   0.89
Avg. volume 1M:   0.00
Avg. price 6M:   0.64
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   54.58%
Volatility 6M:   89.56%
Volatility 1Y:   -
Volatility 3Y:   -