Raiffeisen Bank International AG .../  AT0000A37CB1  /

Raiffeisen EE
2024-05-10  12:00:00 AM Chg.-0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.101EUR -0.98% -
Bid Size: -
-
Ask Size: -
TELEKOM AUSTRIA AG 7.50 EUR 2024-09-20 Call
 

Master data

WKN: RC1A9K
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: TELEKOM AUSTRIA AG
Type: Warrant
Option type: Call
Strike price: 7.50 EUR
Maturity: 2024-09-20
Issue date: 2023-10-05
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.09
Implied volatility: 0.23
Historic volatility: 0.13
Parity: 0.09
Time value: 0.02
Break-even: 8.61
Moneyness: 1.12
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 21.98%
Delta: 0.84
Theta: 0.00
Omega: 6.34
Rho: 0.02
 

Quote data

Open: 0.101
High: 0.101
Low: 0.101
Previous Close: 0.102
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.24%
1 Month  
+68.33%
3 Months  
+20.24%
YTD  
+42.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.102 0.082
1M High / 1M Low: 0.102 0.060
6M High / 6M Low: 0.102 0.035
High (YTD): 2024-05-09 0.102
Low (YTD): 2024-02-29 0.046
52W High: - -
52W Low: - -
Avg. price 1W:   0.091
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.82%
Volatility 6M:   96.91%
Volatility 1Y:   -
Volatility 3Y:   -