Raiffeisen Bank International AG .../  AT0000A3BVM3  /

Raiffeisen EE
13/11/2024  00:00:00 Chg.-0.09 Bid- Ask- Underlying Strike price Expiration date Option type
0.80EUR -9.78% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 28.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DW4
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.71
Implied volatility: 0.26
Historic volatility: 0.31
Parity: 0.71
Time value: 0.13
Break-even: 36.41
Moneyness: 1.25
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.44%
Delta: 0.88
Theta: 0.00
Omega: 3.66
Rho: 0.19
 

Quote data

Open: 0.80
High: 0.80
Low: 0.80
Previous Close: 0.89
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.76%
3 Months
  -28.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.89 0.80
1M High / 1M Low: 0.91 0.80
6M High / 6M Low: 1.67 0.71
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.83
Avg. volume 1W:   0.00
Avg. price 1M:   0.86
Avg. volume 1M:   0.00
Avg. price 6M:   1.02
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   67.38%
Volatility 6M:   84.75%
Volatility 1Y:   -
Volatility 3Y:   -