Raiffeisen Bank International AG .../  AT0000A3F567  /

Raiffeisen EE
11/12/2024  12:00:00 AM Chg.-0.04 Bid- Ask- Underlying Strike price Expiration date Option type
0.32EUR -10.06% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 60.00 EUR 3/20/2026 Call
 

Master data

WKN: RC1FHZ
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 3/20/2026
Issue date: 9/13/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.46
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.20
Parity: -0.68
Time value: 0.37
Break-even: 63.68
Moneyness: 0.89
Premium: 0.20
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 5.75%
Delta: 0.43
Theta: -0.01
Omega: 6.19
Rho: 0.26
 

Quote data

Open: 0.32
High: 0.32
Low: 0.32
Previous Close: 0.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.37 0.32
1M High / 1M Low: 0.37 0.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.35
Avg. volume 1W:   0.00
Avg. price 1M:   0.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -