Raiffeisen Bank International AG .../  AT0000A379Y0  /

Raiffeisen EE
2024-06-12  12:00:00 AM Chg.-0.049 Bid- Ask- Underlying Strike price Expiration date Option type
0.152EUR -24.38% -
Bid Size: -
-
Ask Size: -
ANDRITZ AG 50.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1A7A
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 50.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -37.27
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.00
Time value: 0.16
Break-even: 48.39
Moneyness: 0.83
Premium: 0.19
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 14.18%
Delta: -0.17
Theta: -0.01
Omega: -6.41
Rho: -0.09
 

Quote data

Open: 0.152
High: 0.152
Low: 0.152
Previous Close: 0.201
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.85%
1 Month
  -47.04%
3 Months
  -42.42%
YTD
  -56.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.211 0.152
1M High / 1M Low: 0.287 0.152
6M High / 6M Low: 0.485 0.152
High (YTD): 2024-01-17 0.450
Low (YTD): 2024-06-12 0.152
52W High: - -
52W Low: - -
Avg. price 1W:   0.195
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.294
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.43%
Volatility 6M:   108.52%
Volatility 1Y:   -
Volatility 3Y:   -