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Raiffeisen Bank International AG .../  AT0000A36E21  /

Raiffeisen EE
6/26/2024  12:00:00 AM Chg.0.00 Bid- Ask- Underlying Strike price Expiration date Option type
0.51EUR -0.59% -
Bid Size: -		 -
Ask Size: -		 VERBUND AG INH... 75.4236 EUR 9/20/2024 Call
 

Master data

WKN: RC1AX2
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 75.42 EUR
Maturity: 9/20/2024
Issue date: 7/20/2023
Last trading day: 9/19/2024
Ratio: 9.92:1
Exercise type: American
Quanto: -
Gearing: 14.32
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.09
Implied volatility: 0.31
Historic volatility: 0.27
Parity: 0.09
Time value: 0.45
Break-even: 80.75
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 5.92%
Delta: 0.58
Theta: -0.03
Omega: 8.35
Rho: 0.09
 

Quote data

Open: 0.51
High: 0.51
Low: 0.51
Previous Close: 0.51
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.25%
3 Months  
+121.74%
YTD
  -61.07%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.56 0.47
1M High / 1M Low: 0.67 0.43
6M High / 6M Low: 1.51 0.13
High (YTD): 1/10/2024 1.51
Low (YTD): 4/3/2024 0.13
52W High: - -
52W Low: - -
Avg. price 1W:   0.52
Avg. volume 1W:   0.00
Avg. price 1M:   0.55
Avg. volume 1M:   0.00
Avg. price 6M:   0.51
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.76%
Volatility 6M:   214.99%
Volatility 1Y:   -
Volatility 3Y:   -