Raiffeisen Bank International AG .../  AT0000A376G3  /

Raiffeisen EE
2024-05-24  12:00:00 AM Chg.-0.05 Bid- Ask- Underlying Strike price Expiration date Option type
0.37EUR -10.98% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 33.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4C
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.02
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -0.23
Time value: 0.38
Break-even: 36.83
Moneyness: 0.93
Premium: 0.20
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 5.51%
Delta: 0.53
Theta: -0.01
Omega: 4.21
Rho: 0.10
 

Quote data

Open: 0.37
High: 0.37
Low: 0.37
Previous Close: 0.42
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.90%
1 Month  
+5.71%
3 Months
  -2.63%
YTD  
+12.12%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.42 0.37
1M High / 1M Low: 0.43 0.32
6M High / 6M Low: 0.51 0.24
High (YTD): 2024-02-16 0.51
Low (YTD): 2024-03-21 0.24
52W High: - -
52W Low: - -
Avg. price 1W:   0.40
Avg. volume 1W:   0.00
Avg. price 1M:   0.37
Avg. volume 1M:   0.00
Avg. price 6M:   0.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.22%
Volatility 6M:   107.52%
Volatility 1Y:   -
Volatility 3Y:   -