Raiffeisen Bank International AG .../  AT0000A376N9  /

Raiffeisen EE
2024-04-30  12:00:00 AM Chg.-0.005 Bid- Ask- Underlying Strike price Expiration date Option type
0.245EUR -2.00% -
Bid Size: -
-
Ask Size: -
S IMMO AG 17.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4J
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.78
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.03
Implied volatility: 0.33
Historic volatility: 0.23
Parity: 0.03
Time value: 0.23
Break-even: 19.55
Moneyness: 1.02
Premium: 0.13
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 8.51%
Delta: 0.63
Theta: 0.00
Omega: 4.25
Rho: 0.07
 

Quote data

Open: 0.245
High: 0.245
Low: 0.245
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.60%
1 Month
  -12.50%
3 Months  
+99.19%
YTD  
+329.82%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.226
1M High / 1M Low: 0.286 0.222
6M High / 6M Low: 0.286 0.056
High (YTD): 2024-04-02 0.286
Low (YTD): 2024-01-04 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.240
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.91%
Volatility 6M:   89.45%
Volatility 1Y:   -
Volatility 3Y:   -