Raiffeisen Bank International AG .../  AT0000A37959  /

Raiffeisen EE
2024-05-02  12:00:00 AM Chg.-0.010 Bid- Ask- Underlying Strike price Expiration date Option type
0.046EUR -17.86% -
Bid Size: -
-
Ask Size: -
OMV AG 60.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6H
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: OMV AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 63.83
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -1.53
Time value: 0.07
Break-even: 60.70
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 75.00%
Delta: 0.15
Theta: 0.00
Omega: 9.46
Rho: 0.05
 

Quote data

Open: 0.046
High: 0.046
Low: 0.046
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -34.29%
3 Months
  -20.69%
YTD
  -23.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.056 0.046
1M High / 1M Low: 0.081 0.046
6M High / 6M Low: 0.132 0.031
High (YTD): 2024-04-05 0.081
Low (YTD): 2024-03-11 0.031
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.057
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.15%
Volatility 6M:   177.46%
Volatility 1Y:   -
Volatility 3Y:   -