Raiffeisen Bank International AG .../  AT0000A37959  /

Raiffeisen EE
2024-06-07  12:00:00 AM Chg.+0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.042EUR +2.44% -
Bid Size: -
-
Ask Size: -
OMV AG 57.8338 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 57.83 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: 76.22
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -1.73
Time value: 0.06
Break-even: 58.37
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.56
Spread abs.: 0.03
Spread %: 115.38%
Delta: 0.12
Theta: 0.00
Omega: 9.25
Rho: 0.04
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month
  -31.15%
3 Months  
+35.48%
YTD
  -30.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.041
1M High / 1M Low: 0.089 0.041
6M High / 6M Low: 0.089 0.031
High (YTD): 2024-05-14 0.089
Low (YTD): 2024-03-11 0.031
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.81%
Volatility 6M:   170.14%
Volatility 1Y:   -
Volatility 3Y:   -