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Raiffeisen Bank International AG .../  AT0000A3BYG9  /

Raiffeisen EE
2024-06-11  12:00:00 AM Chg.-0.24 Bid- Ask- Underlying Strike price Expiration date Option type
6.21EUR -3.72% -
Bid Size: -		 -
Ask Size: -		 ATX 3,200.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DZZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,200.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 5.44
Leverage: Yes

Calculated values

Fair value: 6.12
Intrinsic value: 4.52
Implied volatility: 0.18
Historic volatility: 0.11
Parity: 4.52
Time value: 2.20
Break-even: 3,872.00
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 1.05%
Delta: 0.83
Theta: -0.44
Omega: 4.53
Rho: 30.25
 

Quote data

Open: 6.21
High: 6.21
Low: 6.21
Previous Close: 6.45
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.61%
1 Month
  -2.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.68 6.21
1M High / 1M Low: 7.00 6.21
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.48
Avg. volume 1W:   0.00
Avg. price 1M:   6.62
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -