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Raiffeisen Bank International AG .../  AT0000A3BVP6  /

Raiffeisen EE
30/07/2024  00:00:00 Chg.+0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.81EUR +5.74% -
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: 4.39
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.40
Implied volatility: 0.36
Historic volatility: 0.29
Parity: 0.40
Time value: 0.42
Break-even: 40.20
Moneyness: 1.13
Premium: 0.12
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.73
Theta: -0.01
Omega: 3.19
Rho: 0.20
 

Quote data

Open: 0.81
High: 0.81
Low: 0.81
Previous Close: 0.77
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.41%
1 Month
  -4.71%
3 Months  
+58.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.83 0.76
1M High / 1M Low: 0.90 0.76
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.80
Avg. volume 1W:   0.00
Avg. price 1M:   0.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   52.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -