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Raiffeisen Bank International AG .../  AT0000A37AH2  /

Raiffeisen EE
2024-05-22  12:00:00 AM Chg.-0.14 Bid- Ask- Underlying Strike price Expiration date Option type
9.47EUR -1.46% -
Bid Size: -		 -
Ask Size: -		 ATX 2,900.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A7V
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 2,900.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 3.91
Leverage: Yes

Calculated values

Fair value: 9.48
Intrinsic value: 8.59
Implied volatility: 0.20
Historic volatility: 0.11
Parity: 8.59
Time value: 1.02
Break-even: 3,861.00
Moneyness: 1.30
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.07
Spread %: 0.73%
Delta: 0.96
Theta: -0.38
Omega: 3.74
Rho: 21.80
 

Quote data

Open: 9.47
High: 9.47
Low: 9.47
Previous Close: 9.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.64%
1 Month  
+20.18%
3 Months  
+56.53%
YTD  
+37.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.61 9.05
1M High / 1M Low: 9.61 7.64
6M High / 6M Low: 9.61 5.67
High (YTD): 2024-05-21 9.61
Low (YTD): 2024-03-11 5.67
52W High: - -
52W Low: - -
Avg. price 1W:   9.44
Avg. volume 1W:   0.00
Avg. price 1M:   8.56
Avg. volume 1M:   0.00
Avg. price 6M:   6.90
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   30.07%
Volatility 6M:   41.01%
Volatility 1Y:   -
Volatility 3Y:   -