Raiffeisen Bank International AG .../  AT0000A3BXZ1  /

Raiffeisen EE
2024-05-03  12:00:00 AM Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.72EUR +2.12% -
Bid Size: -
-
Ask Size: -
SCHOELLER-BLECKMANN ... 45.00 EUR 2025-09-19 Put
 

Master data

WKN: RC1DZG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SCHOELLER-BLECKMANN OILF.
Type: Warrant
Option type: Put
Strike price: 45.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -5.88
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.24
Implied volatility: 0.36
Historic volatility: 0.27
Parity: 0.24
Time value: 0.48
Break-even: 37.76
Moneyness: 1.06
Premium: 0.11
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 4.32%
Delta: -0.42
Theta: 0.00
Omega: -2.45
Rho: -0.35
 

Quote data

Open: 0.72
High: 0.72
Low: 0.72
Previous Close: 0.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.77%
1 Month     0.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.72 0.65
1M High / 1M Low: 0.72 0.56
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.68
Avg. volume 1W:   0.00
Avg. price 1M:   0.65
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -