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Raiffeisen Bank International AG .../  AT0000A37A99  /

Raiffeisen EE
2024-05-28  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.35EUR +6.63% -
Bid Size: -		 -
Ask Size: -		 OMV AG 44.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1A7M
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Put
Strike price: 44.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -13.55
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.25
Parity: -0.29
Time value: 0.35
Break-even: 40.54
Moneyness: 0.94
Premium: 0.14
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 9.49%
Delta: -0.32
Theta: -0.01
Omega: -4.34
Rho: -0.15
 

Quote data

Open: 0.35
High: 0.35
Low: 0.35
Previous Close: 0.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -36.36%
3 Months
  -52.70%
YTD
  -59.30%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.35 0.30
1M High / 1M Low: 0.53 0.30
6M High / 6M Low: 0.96 0.30
High (YTD): 2024-01-17 0.96
Low (YTD): 2024-05-21 0.30
52W High: - -
52W Low: - -
Avg. price 1W:   0.34
Avg. volume 1W:   0.00
Avg. price 1M:   0.38
Avg. volume 1M:   0.00
Avg. price 6M:   0.67
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.11%
Volatility 6M:   77.59%
Volatility 1Y:   -
Volatility 3Y:   -