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Raiffeisen Bank International AG .../  AT0000A3BXA4  /

Raiffeisen EE
2024-05-31  12:00:00 AM Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.91EUR -4.01% -
Bid Size: -		 -
Ask Size: -		 ANDRITZ AG 60.00 EUR 2025-09-19 Put
 

Master data

WKN: RC1DYT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Put
Strike price: 60.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.98
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.51
Implied volatility: 0.32
Historic volatility: 0.23
Parity: 0.51
Time value: 0.41
Break-even: 50.81
Moneyness: 1.09
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 2.22%
Delta: -0.47
Theta: 0.00
Omega: -2.82
Rho: -0.46
 

Quote data

Open: 0.91
High: 0.91
Low: 0.91
Previous Close: 0.95
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.41%
1 Month
  -18.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.95 0.85
1M High / 1M Low: 1.12 0.85
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.90
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -