Raiffeisen Bank International AG .../  AT0000A3BYA2  /

Raiffeisen EE
2024-04-30  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
3.40EUR +0.30% -
Bid Size: -
-
Ask Size: -
ATX 3,500.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DZT
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,500.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 10.41
Leverage: Yes

Calculated values

Fair value: 3.31
Intrinsic value: 0.60
Implied volatility: 0.12
Historic volatility: 0.11
Parity: 0.60
Time value: 2.82
Break-even: 3,842.00
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 2.09%
Delta: 0.71
Theta: -0.41
Omega: 7.43
Rho: 30.41
 

Quote data

Open: 3.40
High: 3.40
Low: 3.40
Previous Close: 3.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.59%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.40 3.33
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.37
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -