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Raiffeisen Bank International AG .../  AT0000A37AJ8  /

Raiffeisen EE
7/29/2024  12:00:00 AM Chg.-0.11 Bid- Ask- Underlying Strike price Expiration date Option type
8.15EUR -1.33% -
Bid Size: -		 -
Ask Size: -		 ATX 3,000.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A7W
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,000.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 4.43
Leverage: Yes

Calculated values

Fair value: 7.41
Intrinsic value: 6.72
Implied volatility: 0.32
Historic volatility: 0.11
Parity: 6.72
Time value: 1.57
Break-even: 3,829.00
Moneyness: 1.22
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 0.85%
Delta: 0.84
Theta: -0.71
Omega: 3.73
Rho: 14.57
 

Quote data

Open: 8.15
High: 8.15
Low: 8.15
Previous Close: 8.26
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.74%
1 Month  
+5.84%
3 Months  
+17.77%
YTD  
+32.95%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.38 8.14
1M High / 1M Low: 8.65 8.14
6M High / 6M Low: 8.80 4.95
High (YTD): 5/21/2024 8.80
Low (YTD): 3/11/2024 4.95
52W High: - -
52W Low: - -
Avg. price 1W:   8.24
Avg. volume 1W:   0.00
Avg. price 1M:   8.31
Avg. volume 1M:   0.00
Avg. price 6M:   6.94
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   28.89%
Volatility 6M:   44.06%
Volatility 1Y:   -
Volatility 3Y:   -