Raiffeisen Bank International AG .../  AT0000A37AJ8  /

Raiffeisen EE
7/12/2024  12:00:00 AM Chg.+0.23 Bid- Ask- Underlying Strike price Expiration date Option type
8.65EUR +2.73% -
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: 4.49
Leverage: Yes

Calculated values

Fair value: 7.80
Intrinsic value: 7.06
Implied volatility: 0.25
Historic volatility: 0.11
Parity: 7.06
Time value: 1.19
Break-even: 3,825.00
Moneyness: 1.24
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 0.86%
Delta: 0.89
Theta: -0.54
Omega: 4.00
Rho: 17.03
 

Quote data

Open: 8.65
High: 8.65
Low: 8.65
Previous Close: 8.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.34%
1 Month  
+10.33%
3 Months  
+25.00%
YTD  
+41.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.65 8.19
1M High / 1M Low: 8.65 7.16
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:   8.42
Avg. volume 1W:   0.00
Avg. price 1M:   7.82
Avg. volume 1M:   0.00
Avg. price 6M:   6.71
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   48.69%
Volatility 6M:   47.64%
Volatility 1Y:   -
Volatility 3Y:   -