Raiffeisen Bank International AG .../  AT0000A3BVP6  /

Raiffeisen EE
13/11/2024  00:00:00 Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
0.55EUR -11.70% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 32.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DW6
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.99
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.31
Implied volatility: 0.29
Historic volatility: 0.31
Parity: 0.31
Time value: 0.28
Break-even: 37.86
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 3.53%
Delta: 0.72
Theta: -0.01
Omega: 4.29
Rho: 0.16
 

Quote data

Open: 0.55
High: 0.55
Low: 0.55
Previous Close: 0.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.78%
3 Months
  -35.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.62 0.55
1M High / 1M Low: 0.65 0.55
6M High / 6M Low: 1.34 0.52
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.58
Avg. volume 1W:   0.00
Avg. price 1M:   0.60
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.14%
Volatility 6M:   99.04%
Volatility 1Y:   -
Volatility 3Y:   -