Raiffeisen Bank International AG .../  AT0000A3BXG1  /

Raiffeisen EE
2024-06-12  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.45EUR +2.04% -
Bid Size: -
-
Ask Size: -
CA Immobilien Anlage... 32.00 EUR 2025-09-19 Put
 

Master data

WKN: RC1DYZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: CA Immobilien Anlagen AG
Type: Warrant
Option type: Put
Strike price: 32.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -6.40
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.24
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 0.24
Time value: 0.22
Break-even: 27.38
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.52%
Delta: -0.47
Theta: 0.00
Omega: -3.01
Rho: -0.23
 

Quote data

Open: 0.45
High: 0.45
Low: 0.45
Previous Close: 0.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.76%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.45 0.41
1M High / 1M Low: 0.51 0.41
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.43
Avg. volume 1W:   0.00
Avg. price 1M:   0.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -