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Raiffeisen Bank International AG .../  AT0000A3BUD4  /

Raiffeisen EE
25/07/2024  00:00:00 Chg.-0.11 Bid- Ask- Underlying Strike price Expiration date Option type
0.62EUR -15.50% -
Bid Size: -		 -
Ask Size: -		 FREQUENTIS AG 26.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DVW
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: FREQUENTIS AG
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.25
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.54
Implied volatility: 0.26
Historic volatility: 0.27
Parity: 0.54
Time value: 0.20
Break-even: 33.39
Moneyness: 1.21
Premium: 0.06
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 2.78%
Delta: 0.83
Theta: 0.00
Omega: 3.53
Rho: 0.22
 

Quote data

Open: 0.62
High: 0.62
Low: 0.62
Previous Close: 0.73
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.46%
1 Month
  -19.48%
3 Months  
+26.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.81 0.62
1M High / 1M Low: 0.84 0.62
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.75
Avg. volume 1W:   0.00
Avg. price 1M:   0.79
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -