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Raiffeisen Bank International AG .../  AT0000A3CKL6  /

Raiffeisen EE
2024-05-31  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.44EUR +0.93% -
Bid Size: -		 -
Ask Size: -		 STRABAG SE 37.50 EUR 2025-03-21 Call
 

Master data

WKN: RC1D9T
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: STRABAG SE
Type: Warrant
Option type: Call
Strike price: 37.50 EUR
Maturity: 2025-03-21
Issue date: 2024-04-17
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.12
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.31
Implied volatility: 0.11
Historic volatility: 0.26
Parity: 0.31
Time value: 0.14
Break-even: 41.95
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 4.71%
Delta: 0.88
Theta: 0.00
Omega: 8.04
Rho: 0.25
 

Quote data

Open: 0.44
High: 0.44
Low: 0.44
Previous Close: 0.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.35%
1 Month  
+4.76%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.47 0.43
1M High / 1M Low: 0.55 0.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.44
Avg. volume 1W:   0.00
Avg. price 1M:   0.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -