Raiffeisen Bank International AG .../  AT0000A37645  /

Raiffeisen EE
2024-05-24  12:00:00 AM Chg.0.000 Bid- Ask- Underlying Strike price Expiration date Option type
0.052EUR 0.00% -
Bid Size: -
-
Ask Size: -
Kapsch TrafficCom AG 11.50 EUR 2025-03-21 Call
 

Master data

WKN: RC1A30
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: Kapsch TrafficCom AG
Type: Warrant
Option type: Call
Strike price: 11.50 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.97
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.38
Parity: -0.26
Time value: 0.06
Break-even: 12.14
Moneyness: 0.78
Premium: 0.36
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 45.45%
Delta: 0.34
Theta: 0.00
Omega: 4.82
Rho: 0.02
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.89%
1 Month  
+62.50%
3 Months
  -21.21%
YTD
  -40.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.052
1M High / 1M Low: 0.056 0.030
6M High / 6M Low: 0.122 0.030
High (YTD): 2024-01-12 0.122
Low (YTD): 2024-04-29 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.60%
Volatility 6M:   79.67%
Volatility 1Y:   -
Volatility 3Y:   -