Raiffeisen Bank International AG .../  AT0000A37983  /

Raiffeisen EE
2024-05-17  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.56EUR +3.34% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 13.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A6L
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.46
Implied volatility: 0.44
Historic volatility: 0.28
Parity: 0.46
Time value: 0.11
Break-even: 18.67
Moneyness: 1.35
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 3.66%
Delta: 0.85
Theta: 0.00
Omega: 2.64
Rho: 0.08
 

Quote data

Open: 0.56
High: 0.56
Low: 0.56
Previous Close: 0.54
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month  
+3.70%
3 Months
  -20.00%
YTD
  -9.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.57 0.53
1M High / 1M Low: 0.62 0.49
6M High / 6M Low: 0.76 0.35
High (YTD): 2024-02-22 0.76
Low (YTD): 2024-05-03 0.49
52W High: - -
52W Low: - -
Avg. price 1W:   0.55
Avg. volume 1W:   0.00
Avg. price 1M:   0.56
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.04%
Volatility 6M:   91.20%
Volatility 1Y:   -
Volatility 3Y:   -