Raiffeisen Bank International AG .../  AT0000A377A4  /

Raiffeisen EE
2024-04-30  12:00:00 AM Chg.+0.004 Bid- Ask- Underlying Strike price Expiration date Option type
0.070EUR +6.06% -
Bid Size: -
-
Ask Size: -
WIENERBERGER 24.00 EUR 2025-03-21 Put
 

Master data

WKN: RC1A46
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: WIENERBERGER
Type: Warrant
Option type: Put
Strike price: 24.00 EUR
Maturity: 2025-03-21
Issue date: 2023-09-26
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -44.75
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.22
Parity: -0.96
Time value: 0.08
Break-even: 23.25
Moneyness: 0.72
Premium: 0.31
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 15.38%
Delta: -0.11
Theta: 0.00
Omega: -4.97
Rho: -0.04
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.11%
1 Month  
+4.48%
3 Months
  -35.19%
YTD
  -44.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.073 0.065
1M High / 1M Low: 0.075 0.065
6M High / 6M Low: 0.350 0.065
High (YTD): 2024-01-17 0.166
Low (YTD): 2024-04-26 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.132
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.52%
Volatility 6M:   79.05%
Volatility 1Y:   -
Volatility 3Y:   -