Raiffeisen Bank International AG .../  AT0000A3C1T7  /

Raiffeisen EE
2024-10-23  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
1.81EUR -0.55% -
Bid Size: -
-
Ask Size: -
EuroTeleSites AG 3.25 - 2025-09-19 Call
 

Master data

WKN: RC1D1U
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: EuroTeleSites AG
Type: Warrant
Option type: Call
Strike price: 3.25 -
Maturity: 2025-09-19
Issue date: 2024-04-10
Last trading day: 2024-11-26
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.69
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.65
Implied volatility: 0.45
Historic volatility: 0.28
Parity: 1.65
Time value: 0.17
Break-even: 5.07
Moneyness: 1.51
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.11%
Delta: 0.90
Theta: 0.00
Omega: 2.43
Rho: 0.02
 

Quote data

Open: 1.81
High: 1.81
Low: 1.81
Previous Close: 1.82
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+8.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 1.82 0.84
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   1.28
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   41.68%
Volatility 1Y:   -
Volatility 3Y:   -