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Raiffeisen Bank International AG .../  AT0000A3BVP6  /

Raiffeisen EE
9/6/2024  12:00:00 AM Chg.-0.09 Bid- Ask- Underlying Strike price Expiration date Option type
0.84EUR -9.94% -
Bid Size: -		 -
Ask Size: -		 ROSENBAUER INTL 32.00 EUR 9/19/2025 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: 9/19/2025
Issue date: 4/8/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.51
Implied volatility: 0.35
Historic volatility: 0.31
Parity: 0.51
Time value: 0.35
Break-even: 40.56
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 2.39%
Delta: 0.76
Theta: -0.01
Omega: 3.28
Rho: 0.20
 

Quote data

Open: 0.84
High: 0.84
Low: 0.84
Previous Close: 0.94
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.96%
1 Month  
+18.31%
3 Months  
+1.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.03 0.84
1M High / 1M Low: 1.34 0.67
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.96
Avg. volume 1W:   0.00
Avg. price 1M:   1.01
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -