Raiffeisen Bank International AG .../  AT0000A3BV53  /

Raiffeisen EE
2024-05-28  12:00:00 AM Chg.-0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.36EUR -5.22% -
Bid Size: -
-
Ask Size: -
OMV AG 48.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DWN
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.73
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.25
Parity: -0.11
Time value: 0.40
Break-even: 52.00
Moneyness: 0.98
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.59
Theta: -0.01
Omega: 6.96
Rho: 0.31
 

Quote data

Open: 0.36
High: 0.36
Low: 0.36
Previous Close: 0.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month  
+44.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.44 0.36
1M High / 1M Low: 0.44 0.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.38
Avg. volume 1W:   0.00
Avg. price 1M:   0.36
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -