Raiffeisen Bank International AG .../  AT0000A3BT99  /

Raiffeisen EE
2024-04-09  12:00:00 AM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.019EUR 0.00% -
Bid Size: -
-
Ask Size: -
AMS-OSRAM AG 1.90 - 2025-09-19 Call
 

Master data

WKN: RC1DUS
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AMS-OSRAM AG
Type: Warrant
Option type: Call
Strike price: 1.90 -
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2024-04-11
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.27
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.92
Parity: -0.07
Time value: 0.02
Break-even: 2.13
Moneyness: 0.64
Premium: 0.76
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 64.29%
Delta: 0.47
Theta: 0.00
Omega: 2.45
Rho: 0.00
 

Quote data

Open: 0.019
High: 0.019
Low: 0.019
Previous Close: 0.019
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.019 0.017
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.018
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -