Raiffeisen Bank International AG .../  AT0000A37AB5  /

Raiffeisen EE
2024-05-17  12:00:00 AM Chg.-0.004 Bid- Ask- Underlying Strike price Expiration date Option type
0.040EUR -9.09% -
Bid Size: -
-
Ask Size: -
RAIFFEISEN BK INTL I... 12.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1A7P
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Put
Strike price: 12.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -35.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.28
Parity: -0.56
Time value: 0.05
Break-even: 11.50
Moneyness: 0.68
Premium: 0.35
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 66.67%
Delta: -0.12
Theta: 0.00
Omega: -4.05
Rho: -0.02
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.044
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.98%
1 Month
  -25.93%
3 Months  
+5.26%
YTD
  -2.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.040
1M High / 1M Low: 0.058 0.040
6M High / 6M Low: 0.098 0.028
High (YTD): 2024-03-21 0.064
Low (YTD): 2024-01-30 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.69%
Volatility 6M:   166.27%
Volatility 1Y:   -
Volatility 3Y:   -