Raiffeisen Bank International AG .../  AT0000A3BUT0  /

Raiffeisen EE
2024-10-15  12:00:00 AM Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.61EUR +6.83% -
Bid Size: -
-
Ask Size: -
LENZING AG 33.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DWA
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.62
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.45
Parity: -0.01
Time value: 0.59
Break-even: 38.86
Moneyness: 1.00
Premium: 0.18
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 5.40%
Delta: 0.61
Theta: -0.01
Omega: 3.43
Rho: 0.13
 

Quote data

Open: 0.61
High: 0.61
Low: 0.61
Previous Close: 0.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.17%
1 Month  
+27.08%
3 Months
  -3.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.65 0.56
1M High / 1M Low: 0.75 0.47
6M High / 6M Low: 0.91 0.38
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.60
Avg. volume 1W:   0.00
Avg. price 1M:   0.61
Avg. volume 1M:   0.00
Avg. price 6M:   0.62
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.22%
Volatility 6M:   133.46%
Volatility 1Y:   -
Volatility 3Y:   -