Raiffeisen Bank International AG .../  AT0000A37AK6  /

Raiffeisen EE
02/08/2024  00:00:00 Chg.-0.78 Bid- Ask- Underlying Strike price Expiration date Option type
6.40EUR -10.87% -
Bid Size: -
-
Ask Size: -
ATX 3,100.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A7X
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,100.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 5.13
Leverage: Yes

Calculated values

Fair value: 6.17
Intrinsic value: 5.45
Implied volatility: 0.30
Historic volatility: 0.11
Parity: 5.45
Time value: 1.66
Break-even: 3,811.00
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.07
Spread %: 0.99%
Delta: 0.82
Theta: -0.72
Omega: 4.19
Rho: 14.34
 

Quote data

Open: 6.40
High: 6.40
Low: 6.40
Previous Close: 7.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.75%
1 Month
  -6.98%
3 Months  
+0.31%
YTD  
+18.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.66 6.39
1M High / 1M Low: 7.83 6.39
6M High / 6M Low: 7.95 4.25
High (YTD): 21/05/2024 7.95
Low (YTD): 11/03/2024 4.25
52W High: - -
52W Low: - -
Avg. price 1W:   7.26
Avg. volume 1W:   0.00
Avg. price 1M:   7.42
Avg. volume 1M:   0.00
Avg. price 6M:   6.23
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.23%
Volatility 6M:   51.38%
Volatility 1Y:   -
Volatility 3Y:   -