Raiffeisen Bank International AG .../  AT0000A3BXZ1  /

Raiffeisen EE
5/17/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.60EUR -1.32% -
Bid Size: -
-
Ask Size: -
SCHOELLER-BLECKMANN ... 45.00 EUR 9/19/2025 Put
 

Master data

WKN: RC1DZG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SCHOELLER-BLECKMANN OILF.
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.25
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: 0.00
Time value: 0.62
Break-even: 38.79
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 5.08%
Delta: -0.37
Theta: 0.00
Omega: -2.68
Rho: -0.31
 

Quote data

Open: 0.60
High: 0.60
Low: 0.60
Previous Close: 0.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+3.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.65 0.60
1M High / 1M Low: 0.73 0.58
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.62
Avg. volume 1W:   0.00
Avg. price 1M:   0.65
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -