Raiffeisen Bank International AG .../  AT0000A3BV46  /

Raiffeisen EE
2024-05-24  12:00:00 AM Chg.-0.03 Bid- Ask- Underlying Strike price Expiration date Option type
0.54EUR -4.44% -
Bid Size: -
-
Ask Size: -
OMV AG 44.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DWM
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.46
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.26
Implied volatility: 0.12
Historic volatility: 0.25
Parity: 0.26
Time value: 0.29
Break-even: 49.51
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.03
Spread %: 5.76%
Delta: 0.81
Theta: -0.01
Omega: 6.84
Rho: 0.42
 

Quote data

Open: 0.54
High: 0.54
Low: 0.54
Previous Close: 0.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.48%
1 Month  
+42.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.63 0.54
1M High / 1M Low: 0.63 0.40
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.58
Avg. volume 1W:   0.00
Avg. price 1M:   0.52
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   107.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -