Raiffeisen Bank International AG .../  AT0000A37AU5  /

Raiffeisen EE
18/06/2024  00:00:00 Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
1.16EUR -3.35% -
Bid Size: -
-
Ask Size: -
ATX 3,100.00 EUR 21/03/2025 Put
 

Master data

WKN: RC1A76
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Put
Strike price: 3,100.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: -28.03
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.11
Parity: -4.59
Time value: 1.27
Break-even: 2,973.00
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.22
Spread abs.: 0.07
Spread %: 5.83%
Delta: -0.22
Theta: -0.39
Omega: -6.09
Rho: -6.81
 

Quote data

Open: 1.16
High: 1.16
Low: 1.16
Previous Close: 1.20
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month
  -7.94%
3 Months
  -43.14%
YTD
  -53.60%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.25 1.10
1M High / 1M Low: 1.25 1.10
6M High / 6M Low: 2.62 1.10
High (YTD): 17/01/2024 2.60
Low (YTD): 12/06/2024 1.10
52W High: - -
52W Low: - -
Avg. price 1W:   1.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.19
Avg. volume 1M:   0.00
Avg. price 6M:   1.93
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.46%
Volatility 6M:   36.03%
Volatility 1Y:   -
Volatility 3Y:   -