Raiffeisen Bank International AG .../  AT0000A3BY50  /

Raiffeisen EE
6/6/2024  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.27EUR -3.27% -
Bid Size: -
-
Ask Size: -
VIENNA INSURANCE GRO... 29.00 EUR 9/19/2025 Put
 

Master data

WKN: RC1DZN
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VIENNA INSURANCE GROUP AG
Type: Warrant
Option type: Put
Strike price: 29.00 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -10.72
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -0.06
Time value: 0.28
Break-even: 26.24
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 7.81%
Delta: -0.36
Theta: 0.00
Omega: -3.81
Rho: -0.17
 

Quote data

Open: 0.27
High: 0.27
Low: 0.27
Previous Close: 0.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -18.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.28 0.27
1M High / 1M Low: 0.33 0.23
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.27
Avg. volume 1W:   0.00
Avg. price 1M:   0.27
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -