Raiffeisen Bank International AG .../  AT0000A3D6L2  /

Raiffeisen EE
8/2/2024  12:00:00 AM Chg.-0.057 Bid- Ask- Underlying Strike price Expiration date Option type
0.210EUR -21.35% -
Bid Size: -
-
Ask Size: -
SCHOELLER-BLECKMANN ... 42.00 EUR 9/19/2025 Call
 

Master data

WKN: RC1ENJ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: SCHOELLER-BLECKMANN OILF.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 9/19/2025
Issue date: 5/29/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.96
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.27
Parity: -0.55
Time value: 0.28
Break-even: 44.82
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 11.90%
Delta: 0.42
Theta: -0.01
Omega: 5.50
Rho: 0.14
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.267
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -41.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.28 0.21
1M High / 1M Low: 0.31 0.21
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.25
Avg. volume 1W:   0.00
Avg. price 1M:   0.27
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -