Raiffeisen Bank International AG .../  AT0000A3BVQ4  /

Raiffeisen EE
15/08/2024  00:00:00 Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.80EUR -0.37% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 34.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1DW7
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.35
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.41
Implied volatility: 0.26
Historic volatility: 0.30
Parity: 0.41
Time value: 0.30
Break-even: 41.12
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.89%
Delta: 0.76
Theta: -0.01
Omega: 4.06
Rho: 0.24
 

Quote data

Open: 0.80
High: 0.80
Low: 0.80
Previous Close: 0.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.35%
1 Month  
+5.26%
3 Months  
+56.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.81 0.57
1M High / 1M Low: 0.81 0.52
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.72
Avg. volume 1W:   0.00
Avg. price 1M:   0.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -