Raiffeisen Bank International AG .../  AT0000A3BXE6  /

Raiffeisen EE
2024-06-20  12:00:00 AM Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.84EUR -4.76% -
Bid Size: -
-
Ask Size: -
BAWAG GROUP AG 60.00 EUR 2025-09-19 Put
 

Master data

WKN: RC1DYX
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: BAWAG GROUP AG
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.07
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.01
Implied volatility: 0.37
Historic volatility: 0.25
Parity: 0.01
Time value: 0.84
Break-even: 51.53
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.42%
Delta: -0.38
Theta: -0.01
Omega: -2.67
Rho: -0.39
 

Quote data

Open: 0.84
High: 0.84
Low: 0.84
Previous Close: 0.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.83%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.01 0.84
1M High / 1M Low: 1.01 0.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.91
Avg. volume 1W:   0.00
Avg. price 1M:   0.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -