Raiffeisen Bank International AG .../  AT0000A37AG4  /

Raiffeisen EE
2024-05-22  12:00:00 AM Chg.-0.10 Bid- Ask- Underlying Strike price Expiration date Option type
0.70EUR -12.52% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 74.2155 EUR 2025-03-21 Put
 

Master data

WKN: RC1A7U
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Put
Strike price: 74.22 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 9.89:1
Exercise type: American
Quanto: -
Gearing: -10.73
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -0.23
Time value: 0.72
Break-even: 67.08
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 4.34%
Delta: -0.36
Theta: -0.01
Omega: -3.88
Rho: -0.29
 

Quote data

Open: 0.70
High: 0.70
Low: 0.70
Previous Close: 0.80
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -39.66%
3 Months
  -56.25%
YTD  
+7.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.84 0.70
1M High / 1M Low: 1.16 0.70
6M High / 6M Low: 1.70 0.54
High (YTD): 2024-02-14 1.70
Low (YTD): 2024-01-09 0.58
52W High: - -
52W Low: - -
Avg. price 1W:   0.80
Avg. volume 1W:   0.00
Avg. price 1M:   0.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.36%
Volatility 6M:   96.15%
Volatility 1Y:   -
Volatility 3Y:   -