Raiffeisen Bank International AG .../  AT0000A376L3  /

Raiffeisen EE
2024-05-14  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.55EUR +0.37% -
Bid Size: -
-
Ask Size: -
S IMMO AG 13.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.19
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.49
Implied volatility: 0.34
Historic volatility: 0.23
Parity: 0.49
Time value: 0.07
Break-even: 18.59
Moneyness: 1.37
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.71%
Delta: 0.90
Theta: 0.00
Omega: 2.86
Rho: 0.09
 

Quote data

Open: 0.55
High: 0.55
Low: 0.55
Previous Close: 0.55
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month  
+7.84%
3 Months  
+83.33%
YTD  
+223.53%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.55 0.51
1M High / 1M Low: 0.55 0.48
6M High / 6M Low: 0.56 0.17
High (YTD): 2024-04-02 0.56
Low (YTD): 2024-01-04 0.18
52W High: - -
52W Low: - -
Avg. price 1W:   0.54
Avg. volume 1W:   0.00
Avg. price 1M:   0.51
Avg. volume 1M:   0.00
Avg. price 6M:   0.34
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   32.46%
Volatility 6M:   60.65%
Volatility 1Y:   -
Volatility 3Y:   -