Raiffeisen Bank International AG .../  AT0000A37AL4  /

Raiffeisen EE
31/07/2024  00:00:00 Chg.+0.03 Bid- Ask- Underlying Strike price Expiration date Option type
6.84EUR +0.44% -
Bid Size: -
-
Ask Size: -
ATX 3,200.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1A7Y
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,200.00 EUR
Maturity: 21/03/2025
Issue date: 02/10/2023
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 5.77
Intrinsic value: 5.01
Implied volatility: 0.30
Historic volatility: 0.11
Parity: 5.01
Time value: 1.84
Break-even: 3,885.00
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.07
Spread %: 1.03%
Delta: 0.80
Theta: -0.75
Omega: 4.31
Rho: 14.40
 

Quote data

Open: 6.84
High: 6.84
Low: 6.84
Previous Close: 6.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.59%
1 Month  
+12.32%
3 Months  
+25.50%
YTD  
+44.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.84 6.50
1M High / 1M Low: 7.00 6.50
6M High / 6M Low: 7.16 3.62
High (YTD): 21/05/2024 7.16
Low (YTD): 11/03/2024 3.62
52W High: - -
52W Low: - -
Avg. price 1W:   6.66
Avg. volume 1W:   0.00
Avg. price 1M:   6.68
Avg. volume 1M:   0.00
Avg. price 6M:   5.48
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   38.00%
Volatility 6M:   53.24%
Volatility 1Y:   -
Volatility 3Y:   -