Raiffeisen Bank International AG Kauf-OS 25.09.24 VER 64
/ AT0000A36DZ0
Raiffeisen Bank International AG .../ AT0000A36DZ0 /
28/08/2024 00:00:00 |
Chg.-0.06 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.40EUR |
-4.12% |
- Bid Size: - |
- Ask Size: - |
VERBUND AG INH... |
63.5146 EUR |
20/09/2024 |
Call |
Master data
WKN: |
RC1AXZ |
Issuer: |
Raiffeisen Bank International AG |
Currency: |
EUR |
Underlying: |
VERBUND AG INH. A |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
63.51 EUR |
Maturity: |
20/09/2024 |
Issue date: |
20/07/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
9.92:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.53 |
Historic volatility: |
0.27 |
Parity: |
1.43 |
Time value: |
0.04 |
Break-even: |
78.10 |
Moneyness: |
1.22 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
2.08% |
Delta: |
0.94 |
Theta: |
-0.03 |
Omega: |
5.03 |
Rho: |
0.04 |
Quote data
Open: |
1.40 |
High: |
1.40 |
Low: |
1.40 |
Previous Close: |
1.46 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.94% |
1 Month |
|
|
+15.70% |
3 Months |
|
|
-0.71% |
YTD |
|
|
-37.22% |
1 Year |
|
|
-19.54% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.50 |
1.33 |
1M High / 1M Low: |
1.50 |
0.98 |
6M High / 6M Low: |
1.55 |
0.52 |
High (YTD): |
10/01/2024 |
2.44 |
Low (YTD): |
03/04/2024 |
0.52 |
52W High: |
08/12/2023 |
2.59 |
52W Low: |
03/04/2024 |
0.52 |
Avg. price 1W: |
|
1.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.12 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.49 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
166.03% |
Volatility 6M: |
|
139.92% |
Volatility 1Y: |
|
120.59% |
Volatility 3Y: |
|
- |