Raiffeisen Bank International AG .../  AT0000A37934  /

Raiffeisen EE
2024-05-27  12:00:00 AM Chg.+0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.196EUR +5.38% -
Bid Size: -
-
Ask Size: -
OMV AG 52.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6F
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.12
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.25
Parity: -0.51
Time value: 0.21
Break-even: 54.12
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 16.48%
Delta: 0.38
Theta: -0.01
Omega: 8.49
Rho: 0.13
 

Quote data

Open: 0.196
High: 0.196
Low: 0.196
Previous Close: 0.186
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+44.12%
3 Months  
+92.16%
YTD  
+43.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.238 0.186
1M High / 1M Low: 0.238 0.137
6M High / 6M Low: 0.238 0.088
High (YTD): 2024-05-21 0.238
Low (YTD): 2024-03-11 0.088
52W High: - -
52W Low: - -
Avg. price 1W:   0.201
Avg. volume 1W:   0.000
Avg. price 1M:   0.193
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.83%
Volatility 6M:   138.53%
Volatility 1Y:   -
Volatility 3Y:   -