Raiffeisen Bank International AG .../  AT0000A3BY27  /

Raiffeisen EE
2024-06-14  12:00:00 AM Chg.+0.008 Bid- Ask- Underlying Strike price Expiration date Option type
0.103EUR +8.42% -
Bid Size: -
-
Ask Size: -
UNIQA INSURANCE GROU... 8.00 EUR 2025-09-19 Put
 

Master data

WKN: RC1DZK
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: UNIQA INSURANCE GROUP AG
Type: Warrant
Option type: Put
Strike price: 8.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -7.06
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.04
Implied volatility: 0.31
Historic volatility: 0.10
Parity: 0.04
Time value: 0.07
Break-even: 6.92
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 10.20%
Delta: -0.43
Theta: 0.00
Omega: -3.06
Rho: -0.06
 

Quote data

Open: 0.103
High: 0.103
Low: 0.103
Previous Close: 0.095
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.10%
1 Month  
+21.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.103 0.083
1M High / 1M Low: 0.103 0.082
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -