Raiffeisen Bank International AG .../  AT0000A37942  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.077EUR +1.32% -
Bid Size: -
-
Ask Size: -
OMV AG 53.9782 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 53.98 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 9.63:1
Exercise type: American
Quanto: -
Gearing: 47.00
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -1.33
Time value: 0.09
Break-even: 54.85
Moneyness: 0.76
Premium: 0.33
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 49.18%
Delta: 0.18
Theta: -0.01
Omega: 8.62
Rho: 0.05
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.076
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.79%
1 Month
  -26.67%
3 Months  
+45.28%
YTD
  -15.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.094 0.076
1M High / 1M Low: 0.147 0.076
6M High / 6M Low: 0.147 0.052
High (YTD): 2024-05-14 0.147
Low (YTD): 2024-03-11 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.113
Avg. volume 1M:   0.000
Avg. price 6M:   0.089
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.59%
Volatility 6M:   154.28%
Volatility 1Y:   -
Volatility 3Y:   -