Raiffeisen Bank International AG .../  AT0000A376L3  /

Raiffeisen EE
2024-05-22  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.58EUR +2.48% -
Bid Size: -
-
Ask Size: -
S IMMO AG 13.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4G
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 13.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.50
Implied volatility: 0.36
Historic volatility: 0.23
Parity: 0.50
Time value: 0.08
Break-even: 18.75
Moneyness: 1.38
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 3.60%
Delta: 0.89
Theta: 0.00
Omega: 2.80
Rho: 0.09
 

Quote data

Open: 0.58
High: 0.58
Low: 0.58
Previous Close: 0.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.45%
1 Month  
+16.00%
3 Months  
+75.76%
YTD  
+241.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.59 0.55
1M High / 1M Low: 0.59 0.48
6M High / 6M Low: 0.59 0.17
High (YTD): 2024-05-20 0.59
Low (YTD): 2024-01-04 0.18
52W High: - -
52W Low: - -
Avg. price 1W:   0.57
Avg. volume 1W:   0.00
Avg. price 1M:   0.53
Avg. volume 1M:   0.00
Avg. price 6M:   0.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.44%
Volatility 6M:   57.87%
Volatility 1Y:   -
Volatility 3Y:   -