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Raiffeisen Bank International AG .../  AT0000A37819  /

Raiffeisen EE
2024-12-23  12:00:00 AM Chg.-0.003 Bid- Ask- Underlying Strike price Expiration date Option type
0.134EUR -2.19% -
Bid Size: -		 -
Ask Size: -		 ANDRITZ AG 52.00 EUR 2025-03-21 Call
 

Master data

WKN: RC1A5D
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: ANDRITZ AG
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2025-03-21
Issue date: 2023-10-02
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.31
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -0.38
Time value: 0.15
Break-even: 53.54
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.54
Spread abs.: 0.02
Spread %: 14.93%
Delta: 0.35
Theta: -0.02
Omega: 10.90
Rho: 0.04
 

Quote data

Open: 0.134
High: 0.134
Low: 0.134
Previous Close: 0.137
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.57%
1 Month
  -64.27%
3 Months
  -89.61%
YTD
  -84.69%
1 Year
  -83.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.185 0.134
1M High / 1M Low: 0.446 0.134
6M High / 6M Low: 1.460 0.134
High (YTD): 2024-09-26 1.460
Low (YTD): 2024-12-23 0.134
52W High: 2024-09-26 1.460
52W Low: 2024-12-23 0.134
Avg. price 1W:   0.158
Avg. volume 1W:   0.000
Avg. price 1M:   0.266
Avg. volume 1M:   0.000
Avg. price 6M:   0.806
Avg. volume 6M:   0.000
Avg. price 1Y:   0.850
Avg. volume 1Y:   0.000
Volatility 1M:   180.78%
Volatility 6M:   137.73%
Volatility 1Y:   121.04%
Volatility 3Y:   -