Raiffeisen Bank International AG .../  AT0000A3BUU8  /

Raiffeisen EE
17/09/2024  00:00:00 Chg.+0.02 Bid- Ask- Underlying Strike price Expiration date Option type
0.38EUR +4.68% -
Bid Size: -
-
Ask Size: -
LENZING AG 36.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DWB
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: LENZING AG
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.88
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.45
Parity: -0.46
Time value: 0.40
Break-even: 39.99
Moneyness: 0.87
Premium: 0.27
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 8.13%
Delta: 0.49
Theta: -0.01
Omega: 3.84
Rho: 0.11
 

Quote data

Open: 0.38
High: 0.38
Low: 0.38
Previous Close: 0.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -9.52%
3 Months
  -35.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.38 0.35
1M High / 1M Low: 0.45 0.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.37
Avg. volume 1W:   0.00
Avg. price 1M:   0.39
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -