Raiffeisen Bank International AG .../  AT0000A38LD6  /

Raiffeisen EE
03/10/2024  00:00:00 Chg.-0.007 Bid- Ask- Underlying Strike price Expiration date Option type
0.155EUR -4.32% -
Bid Size: -
-
Ask Size: -
- 14.00 EUR 21/03/2025 Call
 

Master data

WKN: RC1BZV
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 21/03/2025
Issue date: 27/11/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.04
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.89
Parity: -0.24
Time value: 0.17
Break-even: 15.65
Moneyness: 0.83
Premium: 0.35
Premium p.a.: 0.91
Spread abs.: 0.02
Spread %: 13.79%
Delta: 0.47
Theta: -0.01
Omega: 3.32
Rho: 0.02
 

Quote data

Open: 0.155
High: 0.155
Low: 0.155
Previous Close: 0.162
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.51%
1 Month  
+6.16%
3 Months
  -45.42%
YTD
  -87.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.199 0.155
1M High / 1M Low: 0.199 0.063
6M High / 6M Low: 0.433 0.063
High (YTD): 24/01/2024 1.280
Low (YTD): 16/09/2024 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.181
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.12%
Volatility 6M:   172.84%
Volatility 1Y:   -
Volatility 3Y:   -