Raiffeisen Bank International AG .../  AT0000A3B4P0  /

Raiffeisen EE
2024-04-30  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
2.39EUR -0.42% -
Bid Size: -
-
Ask Size: -
Do & Co AG 140.00 - 2025-03-21 Call
 

Master data

WKN: RC1DAQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Do & Co AG
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-03-21
Issue date: 2024-03-11
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 1.85
Intrinsic value: 0.38
Implied volatility: 0.37
Historic volatility: 0.27
Parity: 0.38
Time value: 2.02
Break-even: 164.00
Moneyness: 1.03
Premium: 0.14
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.84%
Delta: 0.64
Theta: -0.04
Omega: 3.81
Rho: 0.60
 

Quote data

Open: 2.39
High: 2.39
Low: 2.39
Previous Close: 2.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.29%
1 Month  
+23.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.42 2.27
1M High / 1M Low: 2.57 1.93
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.37
Avg. volume 1W:   0.00
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -