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Raiffeisen Bank International AG .../  AT0000A3BVN1  /

Raiffeisen EE
2024-07-31  12:00:00 AM Chg.-0.01 Bid- Ask- Underlying Strike price Expiration date Option type
0.92EUR -1.40% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 30.00 EUR 2025-09-19 Call
 

Master data

WKN: RC1DW5
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2025-09-19
Issue date: 2024-04-08
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.83
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.60
Implied volatility: 0.37
Historic volatility: 0.29
Parity: 0.60
Time value: 0.34
Break-even: 39.40
Moneyness: 1.20
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 2.17%
Delta: 0.78
Theta: -0.01
Omega: 2.98
Rho: 0.21
 

Quote data

Open: 0.92
High: 0.92
Low: 0.92
Previous Close: 0.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.16%
1 Month
  -5.15%
3 Months  
+55.93%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.95 0.88
1M High / 1M Low: 1.03 0.88
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.92
Avg. volume 1W:   0.00
Avg. price 1M:   0.97
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -