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Raiffeisen Bank International AG .../  AT0000A37AL4  /

Raiffeisen EE
13/11/2024  00:00:00 Chg.-0.33 Bid- Ask- Underlying Strike price Expiration date Option type
3.84EUR -7.92% -
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: 8.30
Leverage: Yes

Calculated values

Fair value: 3.43
Intrinsic value: 3.02
Implied volatility: 0.27
Historic volatility: 0.12
Parity: 3.02
Time value: 1.20
Break-even: 3,622.00
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.07
Spread %: 1.69%
Delta: 0.76
Theta: -0.87
Omega: 6.32
Rho: 7.87
 

Quote data

Open: 3.84
High: 3.84
Low: 3.84
Previous Close: 4.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.67%
1 Month
  -29.67%
3 Months
  -29.80%
YTD
  -19.16%
1 Year  
+5.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.80 3.84
1M High / 1M Low: 5.47 3.84
6M High / 6M Low: 7.16 3.84
High (YTD): 21/05/2024 7.16
Low (YTD): 11/03/2024 3.62
52W High: 21/05/2024 7.16
52W Low: 11/03/2024 3.62
Avg. price 1W:   4.44
Avg. volume 1W:   0.00
Avg. price 1M:   4.85
Avg. volume 1M:   0.00
Avg. price 6M:   5.90
Avg. volume 6M:   0.00
Avg. price 1Y:   5.22
Avg. volume 1Y:   0.00
Volatility 1M:   74.62%
Volatility 6M:   74.97%
Volatility 1Y:   65.86%
Volatility 3Y:   -