Raiffeisen Bank International AG .../  AT0000A376W0  /

Raiffeisen EE
2024-05-28  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.34EUR 0.00% -
Bid Size: -
-
Ask Size: -
VOESTALPINE AG 26.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A4S
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VOESTALPINE AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.91
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.10
Implied volatility: 0.26
Historic volatility: 0.24
Parity: 0.10
Time value: 0.25
Break-even: 29.41
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.02%
Delta: 0.66
Theta: -0.01
Omega: 5.19
Rho: 0.12
 

Quote data

Open: 0.34
High: 0.34
Low: 0.34
Previous Close: 0.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month  
+21.43%
3 Months  
+13.33%
YTD
  -35.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.34 0.31
1M High / 1M Low: 0.34 0.23
6M High / 6M Low: 0.56 0.23
High (YTD): 2024-01-02 0.51
Low (YTD): 2024-05-08 0.23
52W High: - -
52W Low: - -
Avg. price 1W:   0.33
Avg. volume 1W:   0.00
Avg. price 1M:   0.29
Avg. volume 1M:   0.00
Avg. price 6M:   0.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.74%
Volatility 6M:   96.51%
Volatility 1Y:   -
Volatility 3Y:   -