Raiffeisen Bank International AG .../  AT0000A3BXC0  /

Raiffeisen EE
2024-05-22  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.32EUR -3.32% -
Bid Size: -
-
Ask Size: -
AT+S AUSTR.T.+SYSTEM... 20.00 - 2025-09-19 Put
 

Master data

WKN: RC1DYV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AT+S AUSTR.T.+SYSTEMT.
Type: Warrant
Option type: Put
Strike price: 20.00 -
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2024-06-04
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.22
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.42
Parity: -0.30
Time value: 0.32
Break-even: 16.81
Moneyness: 0.87
Premium: 0.27
Premium p.a.: 0.20
Spread abs.: -0.01
Spread %: -2.45%
Delta: -0.27
Theta: 0.00
Omega: -1.95
Rho: -0.12
 

Quote data

Open: 0.32
High: 0.32
Low: 0.32
Previous Close: 0.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.43 0.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -