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Raiffeisen Bank International AG .../  AT0000A3BWH1  /

Raiffeisen EE
16/07/2024  00:00:00 Chg.-0.07 Bid- Ask- Underlying Strike price Expiration date Option type
1.65EUR -4.08% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 64.5071 EUR 19/09/2025 Call
 

Master data

WKN: RC1DX0
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 64.51 EUR
Maturity: 19/09/2025
Issue date: 08/04/2024
Last trading day: 18/09/2025
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 4.40
Leverage: Yes

Calculated values

Fair value: 1.64
Intrinsic value: 1.07
Implied volatility: 0.30
Historic volatility: 0.27
Parity: 1.07
Time value: 0.65
Break-even: 81.57
Moneyness: 1.16
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.78%
Delta: 0.78
Theta: -0.01
Omega: 3.41
Rho: 0.49
 

Quote data

Open: 1.65
High: 1.65
Low: 1.65
Previous Close: 1.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.71%
1 Month  
+2.48%
3 Months  
+41.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.86 1.65
1M High / 1M Low: 1.86 1.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -