Raiffeisen Bank International AG .../  AT0000A3BX77  /

Raiffeisen EE
2024-04-09  12:00:00 AM Chg.-0.001 Bid- Ask- Underlying Strike price Expiration date Option type
0.030EUR -3.23% -
Bid Size: -
-
Ask Size: -
AMS-OSRAM AG 1.00 - 2025-09-19 Put
 

Master data

WKN: RC1DYQ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: AMS-OSRAM AG
Type: Warrant
Option type: Put
Strike price: 1.00 -
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2024-04-11
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.37
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 1.01
Historic volatility: 0.92
Parity: -0.02
Time value: 0.04
Break-even: 0.64
Moneyness: 0.83
Premium: 0.47
Premium p.a.: 0.32
Spread abs.: 0.01
Spread %: 38.46%
Delta: -0.21
Theta: 0.00
Omega: -0.71
Rho: -0.01
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.031
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -3.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.032 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.031
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -