Raiffeisen Bank International AG .../  AT0000A37AS9  /

Raiffeisen EE
7/19/2024  12:00:00 AM Chg.-0.13 Bid- Ask- Underlying Strike price Expiration date Option type
2.62EUR -4.74% -
Bid Size: -
-
Ask Size: -
ATX 3,800.00 EUR 3/21/2025 Call
 

Master data

WKN: RC1A74
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ATX
Type: Warrant
Option type: Call
Strike price: 3,800.00 EUR
Maturity: 3/21/2025
Issue date: 10/2/2023
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 13.91
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.11
Parity: -1.28
Time value: 2.64
Break-even: 4,064.00
Moneyness: 0.97
Premium: 0.11
Premium p.a.: 0.17
Spread abs.: 0.07
Spread %: 2.72%
Delta: 0.52
Theta: -0.74
Omega: 7.19
Rho: 10.84
 

Quote data

Open: 2.62
High: 2.62
Low: 2.62
Previous Close: 2.75
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.42%
1 Month  
+11.49%
3 Months  
+25.96%
YTD  
+41.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.77 2.62
1M High / 1M Low: 3.00 2.29
6M High / 6M Low: 3.27 1.10
High (YTD): 5/21/2024 3.27
Low (YTD): 3/11/2024 1.10
52W High: - -
52W Low: - -
Avg. price 1W:   2.71
Avg. volume 1W:   0.00
Avg. price 1M:   2.63
Avg. volume 1M:   0.00
Avg. price 6M:   2.06
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   70.06%
Volatility 6M:   91.35%
Volatility 1Y:   -
Volatility 3Y:   -