Raiffeisen Bank International AG .../  AT0000A3BU62  /

Raiffeisen EE
9/4/2024  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.53EUR 0.00% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 48.00 EUR 9/19/2025 Call
 

Master data

WKN: RC1DVP
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.01
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.04
Implied volatility: 0.22
Historic volatility: 0.20
Parity: 0.04
Time value: 0.50
Break-even: 53.37
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.87%
Delta: 0.62
Theta: -0.01
Omega: 5.61
Rho: 0.26
 

Quote data

Open: 0.53
High: 0.53
Low: 0.53
Previous Close: 0.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.02%
1 Month  
+82.76%
3 Months  
+26.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.63 0.53
1M High / 1M Low: 0.63 0.29
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.57
Avg. volume 1W:   0.00
Avg. price 1M:   0.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -