Raiffeisen Bank International AG .../  AT0000A3D6J6  /

Raiffeisen EE
27/06/2024  00:00:00 Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.65EUR -0.62% -
Bid Size: -
-
Ask Size: -
ROSENBAUER INTL 36.00 EUR 19/09/2025 Call
 

Master data

WKN: RC1ENG
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ROSENBAUER INTL
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 19/09/2025
Issue date: 29/05/2024
Last trading day: 18/09/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.96
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.28
Parity: -0.08
Time value: 0.89
Break-even: 44.90
Moneyness: 0.98
Premium: 0.28
Premium p.a.: 0.22
Spread abs.: 0.27
Spread %: 43.78%
Delta: 0.64
Theta: -0.01
Omega: 2.51
Rho: 0.17
 

Quote data

Open: 0.65
High: 0.65
Low: 0.65
Previous Close: 0.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+58.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.67 0.65
1M High / 1M Low: 0.70 0.39
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.66
Avg. volume 1W:   0.00
Avg. price 1M:   0.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -