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Raiffeisen Bank International AG .../  AT0000A37AL4  /

Raiffeisen EE
2024-05-03  12:00:00 AM Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
5.68EUR +0.71% -
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: 6.29
Leverage: Yes

Calculated values

Fair value: 5.11
Intrinsic value: 3.91
Implied volatility: 0.20
Historic volatility: 0.11
Parity: 3.91
Time value: 1.80
Break-even: 3,771.00
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 1.24%
Delta: 0.82
Theta: -0.53
Omega: 5.13
Rho: 20.75
 

Quote data

Open: 5.68
High: 5.68
Low: 5.68
Previous Close: 5.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.77%
1 Month  
+9.86%
3 Months  
+31.18%
YTD  
+19.58%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.67 5.42
1M High / 1M Low: 5.67 4.96
6M High / 6M Low: 5.67 3.15
High (YTD): 2024-05-03 5.67
Low (YTD): 2024-03-11 3.62
52W High: - -
52W Low: - -
Avg. price 1W:   5.54
Avg. volume 1W:   0.00
Avg. price 1M:   5.37
Avg. volume 1M:   0.00
Avg. price 6M:   4.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.49%
Volatility 6M:   57.14%
Volatility 1Y:   -
Volatility 3Y:   -