Raiffeisen Bank International AG .../  AT0000A3BVN1  /

Raiffeisen EE
13/11/2024  00:00:00 Chg.-0.08 Bid- Ask- Underlying Strike price Expiration date Option type
0.67EUR -10.80% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 30.00 EUR 19/09/2025 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: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.96
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.50
Implied volatility: 0.29
Historic volatility: 0.31
Parity: 0.50
Time value: 0.21
Break-even: 37.06
Moneyness: 1.17
Premium: 0.06
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.92%
Delta: 0.79
Theta: -0.01
Omega: 3.91
Rho: 0.17
 

Quote data

Open: 0.67
High: 0.67
Low: 0.67
Previous Close: 0.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.90%
1 Month
  -10.67%
3 Months
  -37.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.75 0.67
1M High / 1M Low: 0.77 0.67
6M High / 6M Low: 1.50 0.61
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.70
Avg. volume 1W:   0.00
Avg. price 1M:   0.73
Avg. volume 1M:   0.00
Avg. price 6M:   0.89
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.19%
Volatility 6M:   92.13%
Volatility 1Y:   -
Volatility 3Y:   -