Raiffeisen Bank International AG .../  AT0000A3BYF1  /

Raiffeisen EE
2024-05-27  12:00:00 AM Chg.+0.06 Bid- Ask- Underlying Strike price Expiration date Option type
2.07EUR +2.99% -
Bid Size: -
-
Ask Size: -
ATX 4,000.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DZY
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 4,000.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 17.51
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.11
Parity: -2.53
Time value: 2.14
Break-even: 4,214.00
Moneyness: 0.94
Premium: 0.12
Premium p.a.: 0.09
Spread abs.: 0.07
Spread %: 3.38%
Delta: 0.49
Theta: -0.42
Omega: 8.65
Rho: 21.53
 

Quote data

Open: 2.07
High: 2.07
Low: 2.07
Previous Close: 2.01
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.82%
1 Month  
+68.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.13 2.00
1M High / 1M Low: 2.13 1.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -