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Raiffeisen Bank International AG .../  AT0000A37AK6  /

Raiffeisen EE
2024-05-21  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
7.95EUR +0.25% -
Bid Size: -		 -
Ask Size: -		 ATX 3,100.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A7X
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,100.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 7.62
Intrinsic value: 6.64
Implied volatility: 0.21
Historic volatility: 0.11
Parity: 6.64
Time value: 1.32
Break-even: 3,896.00
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 0.89%
Delta: 0.90
Theta: -0.47
Omega: 4.27
Rho: 21.65
 

Quote data

Open: 7.95
High: 7.95
Low: 7.95
Previous Close: 7.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.86%
1 Month  
+32.50%
3 Months  
+64.60%
YTD  
+46.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.92 7.42
1M High / 1M Low: 7.92 6.09
6M High / 6M Low: 7.92 4.25
High (YTD): 2024-05-20 7.92
Low (YTD): 2024-03-11 4.25
52W High: - -
52W Low: - -
Avg. price 1W:   7.64
Avg. volume 1W:   0.00
Avg. price 1M:   6.83
Avg. volume 1M:   0.00
Avg. price 6M:   5.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   36.76%
Volatility 6M:   49.20%
Volatility 1Y:   -
Volatility 3Y:   -