Raiffeisen Bank International AG .../  AT0000A37H92  /

Raiffeisen EE
2024-05-02  12:00:00 AM Chg.+0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.41EUR +1.48% -
Bid Size: -
-
Ask Size: -
VIENNA INSURANCE GRO... 26.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1BDC
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VIENNA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.03
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.33
Implied volatility: 0.09
Historic volatility: 0.17
Parity: 0.33
Time value: 0.09
Break-even: 30.16
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 5.05%
Delta: 0.97
Theta: 0.00
Omega: 6.80
Rho: 0.21
 

Quote data

Open: 0.41
High: 0.41
Low: 0.41
Previous Close: 0.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+57.69%
YTD  
+41.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.41 0.39
1M High / 1M Low: 0.43 0.37
6M High / 6M Low: 0.43 0.23
High (YTD): 2024-04-23 0.43
Low (YTD): 2024-02-15 0.23
52W High: - -
52W Low: - -
Avg. price 1W:   0.41
Avg. volume 1W:   0.00
Avg. price 1M:   0.40
Avg. volume 1M:   0.00
Avg. price 6M:   0.31
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.12%
Volatility 6M:   58.55%
Volatility 1Y:   -
Volatility 3Y:   -