Raiffeisen Bank International AG .../  AT0000A37AL4  /

Raiffeisen EE
2024-05-24  12:00:00 AM Chg.-0.15 Bid- Ask- Underlying Strike price Expiration date Option type
6.94EUR -2.12% -
Bid Size: -
-
Ask Size: -
ATX 3,200.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A7Y
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,200.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 6.49
Intrinsic value: 5.47
Implied volatility: 0.21
Historic volatility: 0.11
Parity: 5.47
Time value: 1.50
Break-even: 3,897.00
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 1.01%
Delta: 0.87
Theta: -0.52
Omega: 4.66
Rho: 20.94
 

Quote data

Open: 6.94
High: 6.94
Low: 6.94
Previous Close: 7.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.84%
1 Month  
+29.24%
3 Months  
+77.04%
YTD  
+46.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.16 6.93
1M High / 1M Low: 7.16 5.37
6M High / 6M Low: 7.16 3.62
High (YTD): 2024-05-21 7.16
Low (YTD): 2024-03-11 3.62
52W High: - -
52W Low: - -
Avg. price 1W:   7.07
Avg. volume 1W:   0.00
Avg. price 1M:   6.38
Avg. volume 1M:   0.00
Avg. price 6M:   4.78
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.22%
Volatility 6M:   54.52%
Volatility 1Y:   -
Volatility 3Y:   -